ECBOT 5 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 19-Apr-2010

Day Change Summary
	Previous	Current
	16-Apr-2010	19-Apr-2010	Change	Change %	Previous Week
Open	114-000	114-140	0-140	0.4%	113-210
High	114-090	114-140	0-050	0.1%	114-090
Low	113-310	114-140	0-150	0.4%	113-190
Close	114-100	114-020	-0-080	-0.2%	114-100
Range	0-100	0-000	-0-100	-100.0%	0-220
ATR	0-055	0-054	-0-001	-2.0%	0-000
Volume	12	5	-7	-58.3%	679

Daily Pivots for day following 19-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	114-100	114-060	114-020
R3	114-100	114-060	114-020
R2	114-100	114-100	114-020
R1	114-060	114-060	114-020	114-080
PP	114-100	114-100	114-100	114-110
S1	114-060	114-060	114-020	114-080
S2	114-100	114-100	114-020
S3	114-100	114-060	114-020
S4	114-100	114-060	114-020

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	114-140	113-190	0-270	0.7%	0-026	0.1%	56%	True	False	58
10	114-140	112-300	1-160	1.3%	0-015	0.0%	75%	True	False	174

Crabel Price Patterns
NR	True
NR4	True
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	True
Stretch	0-001
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	114-140
2.618	114-140
1.618	114-140
1.000	114-140
0.618	114-140
HIGH	114-140
0.618	114-140
0.500	114-140
0.382	114-140
LOW	114-140
0.618	114-140
1.000	114-140
1.618	114-140
2.618	114-140
4.250	114-140

Fisher Pivots for day following 19-Apr-2010
Pivot	1 day	3 day
R1	114-140	114-015
PP	114-100	114-010
S1	114-060	114-005

Download as Excel Spreadsheet

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

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