ECBOT 10 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 27-May-2010
Day Change Summary
Previous Current
26-May-2010 27-May-2010 Change Change % Previous Week
Open 121-180 121-125 -0-055 -0.1% 119-205
High 121-230 121-135 -0-095 -0.2% 122-035
Low 120-245 120-045 -0-200 -0.5% 119-100
Close 121-050 120-100 -0-270 -0.7% 121-100
Range 0-305 1-090 0-105 34.4% 2-255
ATR 0-304 0-312 0-008 2.5% 0-000
Volume 2,139,365 2,339,058 199,693 9.3% 7,673,500
Daily Pivots for day following 27-May-2010
Classic Woodie Camarilla DeMark
R4 124-150 123-215 121-006
R3 123-060 122-125 120-213
R2 121-290 121-290 120-175
R1 121-035 121-035 120-138 120-278
PP 120-200 120-200 120-200 120-161
S1 119-265 119-265 120-062 119-188
S2 119-110 119-110 120-025
S3 118-020 118-175 119-307
S4 116-250 117-085 119-194
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 129-097 128-033 122-272
R3 126-162 125-098 122-026
R2 123-227 123-227 121-264
R1 122-163 122-163 121-182 123-035
PP 120-292 120-292 120-292 121-068
S1 119-228 119-228 121-018 120-100
S2 118-037 118-037 120-256
S3 115-102 116-293 120-174
S4 112-167 114-038 119-248
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-145 120-045 2-100 1.9% 1-003 0.8% 7% False True 2,027,884
10 122-145 119-000 3-145 2.9% 1-004 0.8% 38% False False 1,685,790
20 122-145 117-085 5-060 4.3% 1-010 0.9% 59% False False 1,510,181
40 122-145 114-265 7-200 6.3% 0-265 0.7% 72% False False 1,256,403
60 122-145 114-265 7-200 6.3% 0-234 0.6% 72% False False 1,116,116
80 122-145 114-265 7-200 6.3% 0-217 0.6% 72% False False 897,571
100 122-145 114-000 8-145 7.0% 0-204 0.5% 75% False False 718,357
120 122-145 113-180 8-285 7.4% 0-188 0.5% 76% False False 598,636
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 0-046
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 126-278
2.618 124-248
1.618 123-158
1.000 122-225
0.618 122-068
HIGH 121-135
0.618 120-298
0.500 120-250
0.382 120-202
LOW 120-045
0.618 119-112
1.000 118-275
1.618 118-022
2.618 116-252
4.250 114-222
Fisher Pivots for day following 27-May-2010
Pivot 1 day 3 day
R1 120-250 121-095
PP 120-200 120-310
S1 120-150 120-205

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

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