ECBOT 10 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 13-May-2010

Day Change Summary
	Previous	Current
	12-May-2010	13-May-2010	Change	Change %	Previous Week
Open	119-045	118-240	-0-125	-0.3%	117-260
High	119-130	119-035	-0-095	-0.2%	121-015
Low	118-220	118-155	-0-065	-0.2%	117-140
Close	118-255	118-275	0-020	0.1%	119-220
Range	0-230	0-200	-0-030	-13.0%	3-195
ATR	0-290	0-284	-0-006	-2.2%	0-000
Volume	1,145,042	1,009,049	-135,993	-11.9%	6,776,083

Daily Pivots for day following 13-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	120-222	120-128	119-065
R3	120-022	119-248	119-010
R2	119-142	119-142	118-312
R1	119-048	119-048	118-293	119-095
PP	118-262	118-262	118-262	118-285
S1	118-168	118-168	118-257	118-215
S2	118-062	118-062	118-238
S3	117-182	117-288	118-220
S4	116-302	117-088	118-165

Weekly Pivots for week ending 07-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	130-070	128-180	121-215
R3	126-195	124-305	120-218
R2	123-000	123-000	120-112
R1	121-110	121-110	120-006	122-055
PP	119-125	119-125	119-125	119-258
S1	117-235	117-235	119-114	118-180
S2	115-250	115-250	119-008
S3	112-055	114-040	118-222
S4	108-180	110-165	117-225

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-215	118-120	2-095	1.9%	0-315	0.8%	21%	False	False	1,531,762
10	121-015	117-085	3-250	3.2%	1-017	0.9%	42%	False	False	1,334,572
20	121-015	116-100	4-235	4.0%	0-280	0.7%	54%	False	False	1,223,032
40	121-015	114-265	6-070	5.2%	0-231	0.6%	65%	False	False	1,061,524
60	121-015	114-265	6-070	5.2%	0-209	0.5%	65%	False	False	914,659
80	121-015	114-265	6-070	5.2%	0-194	0.5%	65%	False	False	687,176
100	121-015	113-180	7-155	6.3%	0-182	0.5%	71%	False	False	549,784

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-072
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	121-245
2.618	120-239
1.618	120-039
1.000	119-235
0.618	119-159
HIGH	119-035
0.618	118-279
0.500	118-255
0.382	118-231
LOW	118-155
0.618	118-031
1.000	117-275
1.618	117-151
2.618	116-271
4.250	115-265

Fisher Pivots for day following 13-May-2010
Pivot	1 day	3 day
R1	118-268	119-008
PP	118-262	118-310
S1	118-255	118-292

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols