ECBOT 5 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 21-Apr-2010

Day Change Summary
	Previous	Current
	20-Apr-2010	21-Apr-2010	Change	Change %	Previous Week
Open	113-310	113-300	-0-010	0.0%	113-210
High	113-310	113-300	-0-010	0.0%	114-090
Low	113-310	113-300	-0-010	0.0%	113-190
Close	113-310	114-060	0-070	0.2%	114-100
Range
ATR	0-053	0-050	-0-003	-5.8%	0-000
Volume	58	2	-56	-96.6%	679

Daily Pivots for day following 21-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	114-007	114-033	114-060
R3	114-007	114-033	114-060
R2	114-007	114-007	114-060
R1	114-033	114-033	114-060	114-020
PP	114-007	114-007	114-007	114-000
S1	114-033	114-033	114-060	114-020
S2	114-007	114-007	114-060
S3	114-007	114-033	114-060
S4	114-007	114-033	114-060

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%	0-024	0.1%	70%	False	False	59
10	114-140	113-120	1-020	0.9%	0-015	0.0%	76%	False	False	92
20	114-140	112-250	1-210	1.5%	0-008	0.0%	85%	False	False	93

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	0-001

Fibonacci Retracements and Extensions
4.250	113-300
2.618	113-300
1.618	113-300
1.000	113-300
0.618	113-300
HIGH	113-300
0.618	113-300
0.500	113-300
0.382	113-300
LOW	113-300
0.618	113-300
1.000	113-300
1.618	113-300
2.618	113-300
4.250	113-300

Fisher Pivots for day following 21-Apr-2010
Pivot	1 day	3 day
R1	114-033	114-060
PP	114-007	114-060
S1	113-300	114-060

Download as Excel Spreadsheet

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

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