ECBOT 10 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 05-May-2010

Day Change Summary
	Previous	Current
	04-May-2010	05-May-2010	Change	Change %	Previous Week
Open	115-090	115-250	0-160	0.4%	113-260
High	115-200	116-240	1-040	1.0%	115-060
Low	115-090	115-250	0-160	0.4%	113-260
Close	115-140	115-310	0-170	0.5%	115-060
Range	0-110	0-310	0-200	181.8%	1-120
ATR	0-130	0-150	0-021	16.0%	0-000
Volume	1	9	8	800.0%	5

Daily Pivots for day following 05-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	119-023	118-157	116-160
R3	118-033	117-167	116-075
R2	117-043	117-043	116-047
R1	116-177	116-177	116-018	116-270
PP	116-053	116-053	116-053	116-100
S1	115-187	115-187	115-282	115-280
S2	115-063	115-063	115-253
S3	114-073	114-197	115-225
S4	113-083	113-207	115-140

Weekly Pivots for week ending 30-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	118-273	118-127	115-302
R3	117-153	117-007	115-181
R2	116-033	116-033	115-141
R1	115-207	115-207	115-100	115-280
PP	114-233	114-233	114-233	114-270
S1	114-087	114-087	115-020	114-160
S2	113-113	113-113	114-299
S3	111-313	112-287	114-259
S4	110-193	111-167	114-138

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-240	114-240	2-000	1.7%	0-084	0.2%	61%	True	False	2
10	116-240	113-050	3-190	3.1%	0-042	0.1%	78%	True	False	2

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	0-000
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	120-278
2.618	119-092
1.618	118-102
1.000	117-230
0.618	117-112
HIGH	116-240
0.618	116-122
0.500	116-085
0.382	116-048
LOW	115-250
0.618	115-058
1.000	114-260
1.618	114-068
2.618	113-078
4.250	111-212

Fisher Pivots for day following 05-May-2010
Pivot	1 day	3 day
R1	116-085	115-287
PP	116-053	115-263
S1	116-022	115-240

Download as Excel Spreadsheet

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

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