ECBOT 10 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 02-Jun-2010

Day Change Summary
	Previous	Current
	01-Jun-2010	02-Jun-2010	Change	Change %	Previous Week
Open	118-210	118-100	-0-110	-0.3%	118-290
High	118-210	118-100	-0-110	-0.3%	120-130
Low	118-210	118-100	-0-110	-0.3%	117-140
Close	118-210	118-100	-0-110	-0.3%	118-210
Range
ATR	0-186	0-180	-0-005	-2.9%	0-000
Volume	33	33	0	0.0%	196

Daily Pivots for day following 02-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	118-100	118-100	118-100
R3	118-100	118-100	118-100
R2	118-100	118-100	118-100
R1	118-100	118-100	118-100	118-100
PP	118-100	118-100	118-100	118-100
S1	118-100	118-100	118-100	118-100
S2	118-100	118-100	118-100
S3	118-100	118-100	118-100
S4	118-100	118-100	118-100

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	119-030	117-140	1-210	1.4%	0-014	0.0%	53%	False	False	51
10	120-130	117-140	2-310	2.5%	0-049	0.1%	29%	False	False	29
20	120-130	115-250	4-200	3.9%	0-068	0.2%	55%	False	False	21

Crabel Price Patterns
NR	False
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

Fibonacci Retracements and Extensions
4.250	118-100
2.618	118-100
1.618	118-100
1.000	118-100
0.618	118-100
HIGH	118-100
0.618	118-100
0.500	118-100
0.382	118-100
LOW	118-100
0.618	118-100
1.000	118-100
1.618	118-100
2.618	118-100
4.250	118-100

Fisher Pivots for day following 02-Jun-2010
Pivot	1 day	3 day
R1	118-100	118-072
PP	118-100	118-043
S1	118-100	118-015

Download as Excel Spreadsheet

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

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