ECBOT 5 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 27-Apr-2010

Day Change Summary
	Previous	Current
	26-Apr-2010	27-Apr-2010	Change	Change %	Previous Week
Open	113-290	114-040	0-070	0.2%	114-140
High	113-290	114-180	0-210	0.6%	114-140
Low	113-280	114-040	0-080	0.2%	113-240
Close	113-270	114-170	0-220	0.6%	113-240
Range	0-010	0-140	0-130	1,300.0%	0-220
ATR	0-049	0-062	0-013	26.3%	0-000
Volume	1	152	151	15,100.0%	135

Daily Pivots for day following 27-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	115-230	115-180	114-247
R3	115-090	115-040	114-208
R2	114-270	114-270	114-196
R1	114-220	114-220	114-183	114-245
PP	114-130	114-130	114-130	114-142
S1	114-080	114-080	114-157	114-105
S2	113-310	113-310	114-144
S3	113-170	113-260	114-132
S4	113-030	113-120	114-093

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	114-180	113-240	0-260	0.7%	0-030	0.1%	96%	True	False	45
10	114-180	113-190	0-310	0.8%	0-028	0.1%	97%	True	False	57
20	114-180	112-250	1-250	1.6%	0-015	0.0%	98%	True	False	102

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 25 trading days

Fibonacci Retracements and Extensions
4.250	116-135
2.618	115-227
1.618	115-087
1.000	115-000
0.618	114-267
HIGH	114-180
0.618	114-127
0.500	114-110
0.382	114-093
LOW	114-040
0.618	113-273
1.000	113-220
1.618	113-133
2.618	112-313
4.250	112-085

Fisher Pivots for day following 27-Apr-2010
Pivot	1 day	3 day
R1	114-150	114-130
PP	114-130	114-090
S1	114-110	114-050

Download as Excel Spreadsheet

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

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