ECBOT 10 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 18-May-2010

Day Change Summary
	Previous	Current
	17-May-2010	18-May-2010	Change	Change %	Previous Week
Open	119-205	119-140	-0-065	-0.2%	119-100
High	120-085	120-130	0-045	0.1%	120-010
Low	119-120	119-100	-0-020	-0.1%	118-120
Close	119-185	120-065	0-200	0.5%	119-245
Range	0-285	1-030	0-065	22.8%	1-210
ATR	0-290	0-294	0-004	1.5%	0-000
Volume	1,331,469	1,216,411	-115,058	-8.6%	6,697,692

Daily Pivots for day following 18-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	123-082	122-263	120-258
R3	122-052	121-233	120-161
R2	121-022	121-022	120-129
R1	120-203	120-203	120-097	120-272
PP	119-312	119-312	119-312	120-026
S1	119-173	119-173	120-033	119-242
S2	118-282	118-282	120-001
S3	117-252	118-143	119-289
S4	116-222	117-113	119-192

Weekly Pivots for week ending 14-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	124-115	123-230	120-216
R3	122-225	122-020	120-071
R2	121-015	121-015	120-022
R1	120-130	120-130	119-294	120-232
PP	119-125	119-125	119-125	119-176
S1	118-240	118-240	119-196	119-022
S2	117-235	117-235	119-148
S3	116-025	117-030	119-099
S4	114-135	115-140	118-274

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-130	118-155	1-295	1.6%	0-279	0.7%	89%	True	False	1,162,478
10	121-015	118-020	2-315	2.5%	1-054	1.0%	72%	False	False	1,427,574
20	121-015	116-100	4-235	3.9%	0-300	0.8%	82%	False	False	1,242,694
40	121-015	114-265	6-070	5.2%	0-243	0.6%	86%	False	False	1,098,032
60	121-015	114-265	6-070	5.2%	0-216	0.6%	86%	False	False	973,129
80	121-015	114-265	6-070	5.2%	0-202	0.5%	86%	False	False	732,832
100	121-015	113-180	7-155	6.2%	0-191	0.5%	89%	False	False	586,367

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-082
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	125-018
2.618	123-086
1.618	122-056
1.000	121-160
0.618	121-026
HIGH	120-130
0.618	119-316
0.500	119-275
0.382	119-234
LOW	119-100
0.618	118-204
1.000	118-070
1.618	117-174
2.618	116-144
4.250	114-212

Fisher Pivots for day following 18-May-2010
Pivot	1 day	3 day
R1	120-028	120-012
PP	119-312	119-278
S1	119-275	119-225

Download as Excel Spreadsheet

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

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