ECBOT 10 Year T-Note Future December 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	119-030	118-210	-0-140	-0.4%	117-190
High	119-030	118-210	-0-140	-0.4%	119-160
Low	119-030	118-140	-0-210	-0.6%	117-190
Close	119-030	118-090	-0-260	-0.7%	119-010
Range	0-000	0-070	0-070		1-290
ATR	0-194	0-195	0-001	0.6%	0-000
Volume	95	95	0	0.0%	48

Daily Pivots for day following 27-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	119-037	118-293	118-128
R3	118-287	118-223	118-109
R2	118-217	118-217	118-103
R1	118-153	118-153	118-096	118-150
PP	118-147	118-147	118-147	118-145
S1	118-083	118-083	118-084	118-080
S2	118-077	118-077	118-077
S3	118-007	118-013	118-071
S4	117-257	117-263	118-052

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	118-140	1-310	1.7%	0-072	0.2%	-8%	False	True	41
10	120-130	117-090	3-040	2.6%	0-049	0.1%	32%	False	False	25
20	120-130	114-240	5-210	4.8%	0-074	0.2%	62%	False	False	17

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-188
2.618	119-073
1.618	119-003
1.000	118-280
0.618	118-253
HIGH	118-210
0.618	118-183
0.500	118-175
0.382	118-167
LOW	118-140
0.618	118-097
1.000	118-070
1.618	118-027
2.618	117-277
4.250	117-162

Fisher Pivots for day following 27-May-2010
Pivot	1 day	3 day
R1	118-175	119-135
PP	118-147	119-013
S1	118-118	118-212

Download as Excel Spreadsheet

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

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