ECBOT 10 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 06-May-2010

Day Change Summary
	Previous	Current
	05-May-2010	06-May-2010	Change	Change %	Previous Week
Open	118-060	118-240	0-180	0.5%	116-165
High	119-045	121-015	1-290	1.6%	117-310
Low	118-020	118-120	0-100	0.3%	116-100
Close	118-215	119-295	1-080	1.1%	117-290
Range	1-025	2-215	1-190	147.8%	1-210
ATR	0-219	0-265	0-045	20.7%	0-000
Volume	1,323,655	1,634,975	311,320	23.5%	5,981,998

Daily Pivots for day following 06-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	127-255	126-170	121-125
R3	125-040	123-275	120-210
R2	122-145	122-145	120-132
R1	121-060	121-060	120-053	121-262
PP	119-250	119-250	119-250	120-031
S1	118-165	118-165	119-217	119-048
S2	117-035	117-035	119-138
S3	114-140	115-270	119-060
S4	111-245	113-055	118-145

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	121-015	117-085	3-250	3.2%	1-039	0.9%	70%	True	False	1,137,383
10	121-015	116-100	4-235	3.9%	0-305	0.8%	76%	True	False	1,188,183
20	121-015	115-185	5-150	4.6%	0-244	0.6%	79%	True	False	1,078,811
40	121-015	114-265	6-070	5.2%	0-211	0.6%	82%	True	False	968,499
60	121-015	114-265	6-070	5.2%	0-194	0.5%	82%	True	False	787,737
80	121-015	114-050	6-285	5.7%	0-186	0.5%	84%	True	False	591,484
100	121-015	113-180	7-155	6.2%	0-172	0.4%	85%	True	False	473,196

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-048
Widest range in 106 trading days

Fibonacci Retracements and Extensions
4.250	132-129
2.618	128-013
1.618	125-118
1.000	123-230
0.618	122-223
HIGH	121-015
0.618	120-008
0.500	119-228
0.382	119-127
LOW	118-120
0.618	116-232
1.000	115-225
1.618	114-017
2.618	111-122
4.250	107-006

Fisher Pivots for day following 06-May-2010
Pivot	1 day	3 day
R1	119-272	119-228
PP	119-250	119-160
S1	119-228	119-092

Download as Excel Spreadsheet

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

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