ECBOT 10 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 05-May-2010

Day Change Summary
	Previous	Current
	04-May-2010	05-May-2010	Change	Change %	Previous Week
Open	117-195	118-060	0-185	0.5%	116-165
High	118-100	119-045	0-265	0.7%	117-310
Low	117-170	118-020	0-170	0.5%	116-100
Close	118-045	118-215	0-170	0.4%	117-290
Range	0-250	1-025	0-095	38.0%	1-210
ATR	0-210	0-219	0-010	4.6%	0-000
Volume	613,266	1,323,655	710,389	115.8%	5,981,998

Daily Pivots for day following 05-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	121-275	121-110	119-085
R3	120-250	120-085	118-310
R2	119-225	119-225	118-278
R1	119-060	119-060	118-247	119-142
PP	118-200	118-200	118-200	118-241
S1	118-035	118-035	118-183	118-118
S2	117-175	117-175	118-152
S3	116-150	117-010	118-120
S4	115-125	115-305	118-025

Weekly Pivots for week ending 30-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	122-117	121-253	118-262
R3	120-227	120-043	118-116
R2	119-017	119-017	118-067
R1	118-153	118-153	118-019	118-245
PP	117-127	117-127	117-127	117-172
S1	116-263	116-263	117-241	117-035
S2	115-237	115-237	117-193
S3	114-027	115-053	117-144
S4	112-137	113-163	116-318

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-045	116-290	2-075	1.9%	0-223	0.6%	79%	True	False	1,123,455
10	119-045	116-100	2-265	2.4%	0-242	0.6%	83%	True	False	1,109,808
20	119-045	115-185	3-180	3.0%	0-210	0.6%	87%	True	False	1,056,772
40	119-045	114-265	4-100	3.6%	0-193	0.5%	89%	True	False	943,959
60	119-045	114-265	4-100	3.6%	0-183	0.5%	89%	True	False	760,531
80	119-045	114-050	4-315	4.2%	0-177	0.5%	91%	True	False	571,048
100	119-045	113-180	5-185	4.7%	0-166	0.4%	92%	True	False	456,846

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-044
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	123-231
2.618	121-308
1.618	120-283
1.000	120-070
0.618	119-258
HIGH	119-045
0.618	118-233
0.500	118-192
0.382	118-152
LOW	118-020
0.618	117-127
1.000	116-315
1.618	116-102
2.618	115-077
4.250	113-154

Fisher Pivots for day following 05-May-2010
Pivot	1 day	3 day
R1	118-208	118-174
PP	118-200	118-133
S1	118-192	118-092

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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