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

Download as Excel Spreadsheet

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

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