ECBOT 10 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 20-May-2010

Day Change Summary
	Previous	Current
	19-May-2010	20-May-2010	Change	Change %	Previous Week
Open	117-210	118-200	0-310	0.8%	116-110
High	117-210	119-000	1-110	1.1%	117-090
Low	117-210	118-190	0-300	0.8%	116-070
Close	117-260	118-180	0-240	0.6%	117-090
Range	0-000	0-130	0-130		1-020
ATR	0-158	0-174	0-016	10.0%	0-000
Volume	17	2	-15	-88.2%	65

Daily Pivots for day following 20-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	119-300	119-210	118-252
R3	119-170	119-080	118-216
R2	119-040	119-040	118-204
R1	118-270	118-270	118-192	118-250
PP	118-230	118-230	118-230	118-220
S1	118-140	118-140	118-168	118-120
S2	118-100	118-100	118-156
S3	117-290	118-010	118-144
S4	117-160	117-200	118-108

Weekly Pivots for week ending 14-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	120-037	119-243	117-277
R3	119-017	118-223	117-184
R2	117-317	117-317	117-152
R1	117-203	117-203	117-121	117-260
PP	116-297	116-297	116-297	117-005
S1	116-183	116-183	117-059	116-240
S2	115-277	115-277	117-028
S3	114-257	115-163	116-316
S4	113-237	114-143	116-223

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-000	117-090	1-230	1.4%	0-026	0.1%	75%	True	False	9
10	119-000	116-070	2-250	2.3%	0-013	0.0%	84%	True	False	11
20	119-000	113-050	5-270	4.9%	0-056	0.1%	93%	True	False	8

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	0-001
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	120-232
2.618	120-020
1.618	119-210
1.000	119-130
0.618	119-080
HIGH	119-000
0.618	118-270
0.500	118-255
0.382	118-240
LOW	118-190
0.618	118-110
1.000	118-060
1.618	117-300
2.618	117-170
4.250	116-278

Fisher Pivots for day following 20-May-2010
Pivot	1 day	3 day
R1	118-255	118-155
PP	118-230	118-130
S1	118-205	118-105

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols