ECBOT 5 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 05-May-2010

Day Change Summary
	Previous	Current
	04-May-2010	05-May-2010	Change	Change %	Previous Week
Open	114-310	115-000	0-010	0.0%	113-290
High	115-020	115-220	0-200	0.5%	114-270
Low	114-290	115-000	0-030	0.1%	113-280
Close	114-300	115-120	0-140	0.4%	114-270
Range	0-050	0-220	0-170	340.0%	0-310
ATR	0-078	0-089	0-012	14.9%	0-000
Volume	103	4,208	4,105	3,985.4%	2,535

Daily Pivots for day following 05-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	117-133	117-027	115-241
R3	116-233	116-127	115-180
R2	116-013	116-013	115-160
R1	115-227	115-227	115-140	115-280
PP	115-113	115-113	115-113	115-140
S1	115-007	115-007	115-100	115-060
S2	114-213	114-213	115-080
S3	113-313	114-107	115-060
S4	113-093	113-207	114-319

Weekly Pivots for week ending 30-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	117-137	117-033	115-120
R3	116-147	116-043	115-035
R2	115-157	115-157	115-007
R1	115-053	115-053	114-298	115-105
PP	114-167	114-167	114-167	114-192
S1	114-063	114-063	114-242	114-115
S2	113-177	113-177	114-213
S3	112-187	113-073	114-185
S4	111-197	112-083	114-100

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-220	114-070	1-150	1.3%	0-064	0.2%	79%	True	False	1,638
10	115-220	113-240	1-300	1.7%	0-058	0.2%	84%	True	False	949
20	115-220	113-120	2-100	2.0%	0-036	0.1%	86%	True	False	520

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	0-003
Widest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	118-195
2.618	117-156
1.618	116-256
1.000	116-120
0.618	116-036
HIGH	115-220
0.618	115-136
0.500	115-110
0.382	115-084
LOW	115-000
0.618	114-184
1.000	114-100
1.618	113-284
2.618	113-064
4.250	112-025

Fisher Pivots for day following 05-May-2010
Pivot	1 day	3 day
R1	115-117	115-092
PP	115-113	115-063
S1	115-110	115-035

Download as Excel Spreadsheet

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

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