ECBOT 5 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 12-Apr-2010

Day Change Summary
	Previous	Current
	09-Apr-2010	12-Apr-2010	Change	Change %	Previous Week
Open	113-120	113-210	0-090	0.2%	112-250
High	113-120	113-210	0-090	0.2%	113-120
Low	113-120	113-190	0-070	0.2%	112-250
Close	113-120	113-200	0-080	0.2%	113-120
Range	0-000	0-020	0-020		0-190
ATR	0-000	0-054	0-054		0-000
Volume	89	390	301	338.2%	1,070

Daily Pivots for day following 12-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	113-260	113-250	113-211
R3	113-240	113-230	113-206
R2	113-220	113-220	113-204
R1	113-210	113-210	113-202	113-205
PP	113-200	113-200	113-200	113-198
S1	113-190	113-190	113-198	113-185
S2	113-180	113-180	113-196
S3	113-160	113-170	113-194
S4	113-140	113-150	113-189

Weekly Pivots for week ending 09-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	114-307	114-243	113-224
R3	114-117	114-053	113-172
R2	113-247	113-247	113-155
R1	113-183	113-183	113-137	113-215
PP	113-057	113-057	113-057	113-072
S1	112-313	112-313	113-103	113-025
S2	112-187	112-187	113-085
S3	111-317	112-123	113-068
S4	111-127	111-253	113-016

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-210	112-300	0-230	0.6%	0-004	0.0%	96%	True	False	291
10	113-250	112-250	1-000	0.9%	0-002	0.0%	84%	False	False	148

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	0-000
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	113-295
2.618	113-262
1.618	113-242
1.000	113-230
0.618	113-222
HIGH	113-210
0.618	113-202
0.500	113-200
0.382	113-198
LOW	113-190
0.618	113-178
1.000	113-170
1.618	113-158
2.618	113-138
4.250	113-105

Fisher Pivots for day following 12-Apr-2010
Pivot	1 day	3 day
R1	113-200	113-188
PP	113-200	113-177
S1	113-200	113-165

Download as Excel Spreadsheet

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

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