ECBOT 5 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 16-Apr-2010
Day Change Summary
Previous Current
15-Apr-2010 16-Apr-2010 Change Change % Previous Week
Open 113-190 114-000 0-130 0.4% 113-210
High 113-210 114-090 0-200 0.5% 114-090
Low 113-190 113-310 0-120 0.3% 113-190
Close 113-260 114-100 0-160 0.4% 114-100
Range 0-020 0-100 0-080 400.0% 0-220
ATR 0-048 0-055 0-007 15.1% 0-000
Volume 219 12 -207 -94.5% 679
Daily Pivots for day following 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 115-040 115-010 114-155
R3 114-260 114-230 114-128
R2 114-160 114-160 114-118
R1 114-130 114-130 114-109 114-145
PP 114-060 114-060 114-060 114-068
S1 114-030 114-030 114-091 114-045
S2 113-280 113-280 114-082
S3 113-180 113-250 114-072
S4 113-080 113-150 114-045
Weekly Pivots for week ending 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 116-040 115-290 114-221
R3 115-140 115-070 114-160
R2 114-240 114-240 114-140
R1 114-170 114-170 114-120 114-205
PP 114-020 114-020 114-020 114-038
S1 113-270 113-270 114-080 113-305
S2 113-120 113-120 114-060
S3 112-220 113-050 114-040
S4 112-000 112-150 113-299
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-090 113-190 0-220 0.6% 0-030 0.1% 105% True False 135
10 114-090 112-250 1-160 1.3% 0-015 0.0% 102% True False 174
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 0-001
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 115-195
2.618 115-032
1.618 114-252
1.000 114-190
0.618 114-152
HIGH 114-090
0.618 114-052
0.500 114-040
0.382 114-028
LOW 113-310
0.618 113-248
1.000 113-210
1.618 113-148
2.618 113-048
4.250 112-205
Fisher Pivots for day following 16-Apr-2010
Pivot 1 day 3 day
R1 114-080 114-060
PP 114-060 114-020
S1 114-040 113-300

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

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