ECBOT 10 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 06-May-2010

Day Change Summary
	Previous	Current
	05-May-2010	06-May-2010	Change	Change %	Previous Week
Open	115-250	116-160	0-230	0.6%	113-260
High	116-240	118-090	1-170	1.3%	115-060
Low	115-250	116-160	0-230	0.6%	113-260
Close	115-310	117-130	1-140	1.2%	115-060
Range	0-310	1-250	0-260	83.9%	1-120
ATR	0-150	0-193	0-042	28.0%	0-000
Volume	9	28	19	211.1%	5

Daily Pivots for day following 06-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	122-237	121-273	118-124
R3	120-307	120-023	117-287
R2	119-057	119-057	117-234
R1	118-093	118-093	117-182	118-235
PP	117-127	117-127	117-127	117-198
S1	116-163	116-163	117-078	116-305
S2	115-197	115-197	117-026
S3	113-267	114-233	116-293
S4	112-017	112-303	116-136

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	118-090	114-240	3-170	3.0%	0-198	0.5%	75%	True	False	8
10	118-090	113-050	5-040	4.4%	0-099	0.3%	83%	True	False	4

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 18 trading days

Fibonacci Retracements and Extensions
4.250	125-272
2.618	122-302
1.618	121-052
1.000	120-020
0.618	119-122
HIGH	118-090
0.618	117-192
0.500	117-125
0.382	117-058
LOW	116-160
0.618	115-128
1.000	114-230
1.618	113-198
2.618	111-268
4.250	108-298

Fisher Pivots for day following 06-May-2010
Pivot	1 day	3 day
R1	117-128	117-063
PP	117-127	116-317
S1	117-125	116-250

Download as Excel Spreadsheet

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

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