ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 28-May-2010
Day Change Summary
Previous Current
27-May-2010 28-May-2010 Change Change % Previous Week
Open 118-210 117-140 -1-070 -1.0% 118-290
High 118-210 117-140 -1-070 -1.0% 120-130
Low 118-140 117-140 -1-000 -0.8% 117-140
Close 118-090 118-210 0-120 0.3% 118-210
Range 0-070 0-000 -0-070 -100.0% 2-310
ATR 0-195 0-200 0-005 2.8% 0-000
Volume 95 3 -92 -96.8% 196
Daily Pivots for day following 28-May-2010
Classic Woodie Camarilla DeMark
R4 117-270 118-080 118-210
R3 117-270 118-080 118-210
R2 117-270 117-270 118-210
R1 118-080 118-080 118-210 118-015
PP 117-270 117-270 117-270 117-238
S1 118-080 118-080 118-210 118-015
S2 117-270 117-270 118-210
S3 117-270 118-080 118-210
S4 117-270 118-080 118-210
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 127-237 126-053 120-092
R3 124-247 123-063 119-151
R2 121-257 121-257 119-064
R1 120-073 120-073 118-297 119-170
PP 118-267 118-267 118-267 118-155
S1 117-083 117-083 118-123 116-180
S2 115-277 115-277 118-036
S3 112-287 114-093 117-269
S4 109-297 111-103 117-008
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-130 117-140 2-310 2.5% 0-072 0.2% 41% False True 39
10 120-130 117-140 2-310 2.5% 0-049 0.1% 41% False True 24
20 120-130 114-240 5-210 4.8% 0-074 0.2% 69% False False 18
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 True
Bull Hook False
Stretch 0-007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117-140
2.618 117-140
1.618 117-140
1.000 117-140
0.618 117-140
HIGH 117-140
0.618 117-140
0.500 117-140
0.382 117-140
LOW 117-140
0.618 117-140
1.000 117-140
1.618 117-140
2.618 117-140
4.250 117-140
Fisher Pivots for day following 28-May-2010
Pivot 1 day 3 day
R1 118-080 118-168
PP 117-270 118-127
S1 117-140 118-085

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

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