ECBOT 5 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 22-Apr-2010
Day Change Summary
Previous Current
21-Apr-2010 22-Apr-2010 Change Change % Previous Week
Open 113-300 114-050 0-070 0.2% 113-210
High 113-300 114-050 0-070 0.2% 114-090
Low 113-300 114-050 0-070 0.2% 113-190
Close 114-060 114-000 -0-060 -0.2% 114-100
Range
ATR 0-050 0-047 -0-003 -5.7% 0-000
Volume 2 17 15 750.0% 679
Daily Pivots for day following 22-Apr-2010
Classic Woodie Camarilla DeMark
R4 114-033 114-017 114-000
R3 114-033 114-017 114-000
R2 114-033 114-033 114-000
R1 114-017 114-017 114-000 114-025
PP 114-033 114-033 114-033 114-038
S1 114-017 114-017 114-000 114-025
S2 114-033 114-033 114-000
S3 114-033 114-017 114-000
S4 114-033 114-017 114-000
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
5 114-140 113-300 0-160 0.4% 0-020 0.1% 13% False False 18
10 114-140 113-120 1-020 0.9% 0-015 0.0% 59% False False 85
20 114-140 112-250 1-210 1.5% 0-008 0.0% 74% 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
4.250 114-050
2.618 114-050
1.618 114-050
1.000 114-050
0.618 114-050
HIGH 114-050
0.618 114-050
0.500 114-050
0.382 114-050
LOW 114-050
0.618 114-050
1.000 114-050
1.618 114-050
2.618 114-050
4.250 114-050
Fisher Pivots for day following 22-Apr-2010
Pivot 1 day 3 day
R1 114-050 114-015
PP 114-033 114-010
S1 114-017 114-005

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

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