ECBOT 5 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 26-Apr-2010

Day Change Summary
	Previous	Current
	23-Apr-2010	26-Apr-2010	Change	Change %	Previous Week
Open	113-240	113-290	0-050	0.1%	114-140
High	113-240	113-290	0-050	0.1%	114-140
Low	113-240	113-280	0-040	0.1%	113-240
Close	113-240	113-270	0-030	0.1%	113-240
Range	0-000	0-010	0-010		0-220
ATR	0-049	0-049	0-000	0.1%	0-000
Volume	53	1	-52	-98.1%	135

Daily Pivots for day following 26-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	113-310	113-300	113-276
R3	113-300	113-290	113-273
R2	113-290	113-290	113-272
R1	113-280	113-280	113-271	113-280
PP	113-280	113-280	113-280	113-280
S1	113-270	113-270	113-269	113-270
S2	113-270	113-270	113-268
S3	113-260	113-260	113-267
S4	113-250	113-250	113-264

Weekly Pivots for week ending 23-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	116-013	115-187	114-041
R3	115-113	114-287	113-300
R2	114-213	114-213	113-280
R1	114-067	114-067	113-260	114-030
PP	113-313	113-313	113-313	113-295
S1	113-167	113-167	113-220	113-130
S2	113-093	113-093	113-200
S3	112-193	112-267	113-180
S4	111-293	112-047	113-119

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114-050	113-240	0-130	0.4%	0-002	0.0%	23%	False	False	26
10	114-140	113-190	0-270	0.7%	0-014	0.0%	30%	False	False	42
20	114-140	112-250	1-210	1.5%	0-008	0.0%	64%	False	False	95

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	114-012
2.618	113-316
1.618	113-306
1.000	113-300
0.618	113-296
HIGH	113-290
0.618	113-286
0.500	113-285
0.382	113-284
LOW	113-280
0.618	113-274
1.000	113-270
1.618	113-264
2.618	113-254
4.250	113-238

Fisher Pivots for day following 26-Apr-2010
Pivot	1 day	3 day
R1	113-285	113-305
PP	113-280	113-293
S1	113-275	113-282

Download as Excel Spreadsheet

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

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