ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 26-May-2010
Day Change Summary
Previous Current
25-May-2010 26-May-2010 Change Change % Previous Week
Open 119-220 119-030 -0-190 -0.5% 117-190
High 120-130 119-030 -1-100 -1.1% 119-160
Low 119-160 119-030 -0-130 -0.3% 117-190
Close 119-210 119-030 -0-180 -0.5% 119-010
Range 0-290 0-000 -0-290 -100.0% 1-290
ATR 0-195 0-194 -0-001 -0.5% 0-000
Volume 1 95 94 9,400.0% 48
Daily Pivots for day following 26-May-2010
Classic Woodie Camarilla DeMark
R4 119-030 119-030 119-030
R3 119-030 119-030 119-030
R2 119-030 119-030 119-030
R1 119-030 119-030 119-030 119-030
PP 119-030 119-030 119-030 119-030
S1 119-030 119-030 119-030 119-030
S2 119-030 119-030 119-030
S3 119-030 119-030 119-030
S4 119-030 119-030 119-030
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 124-137 123-203 120-026
R3 122-167 121-233 119-178
R2 120-197 120-197 119-122
R1 119-263 119-263 119-066 120-070
PP 118-227 118-227 118-227 118-290
S1 117-293 117-293 118-274 118-100
S2 116-257 116-257 118-218
S3 114-287 116-003 118-162
S4 112-317 114-033 117-314
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-130 118-190 1-260 1.5% 0-084 0.2% 28% False False 22
10 120-130 116-110 4-020 3.4% 0-042 0.1% 68% False False 17
20 120-130 114-240 5-210 4.7% 0-070 0.2% 77% False False 13
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-030
2.618 119-030
1.618 119-030
1.000 119-030
0.618 119-030
HIGH 119-030
0.618 119-030
0.500 119-030
0.382 119-030
LOW 119-030
0.618 119-030
1.000 119-030
1.618 119-030
2.618 119-030
4.250 119-030
Fisher Pivots for day following 26-May-2010
Pivot 1 day 3 day
R1 119-030 119-210
PP 119-030 119-150
S1 119-030 119-090

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

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