ECBOT 5 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 28-Apr-2010

Day Change Summary
	Previous	Current
	27-Apr-2010	28-Apr-2010	Change	Change %	Previous Week
Open	114-040	114-180	0-140	0.4%	114-140
High	114-180	114-180	0-000	0.0%	114-140
Low	114-040	114-070	0-030	0.1%	113-240
Close	114-170	114-040	-0-130	-0.4%	113-240
Range	0-140	0-110	-0-030	-21.4%	0-220
ATR	0-062	0-066	0-003	5.5%	0-000
Volume	152	1,083	931	612.5%	135

Daily Pivots for day following 28-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	115-107	115-023	114-100
R3	114-317	114-233	114-070
R2	114-207	114-207	114-060
R1	114-123	114-123	114-050	114-110
PP	114-097	114-097	114-097	114-090
S1	114-013	114-013	114-030	114-000
S2	113-307	113-307	114-020
S3	113-197	113-223	114-010
S4	113-087	113-113	113-300

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%	0-052	0.1%	46%	True	False	261
10	114-180	113-190	0-310	0.8%	0-038	0.1%	55%	True	False	160
20	114-180	112-250	1-250	1.6%	0-020	0.1%	75%	True	False	156

Crabel Price Patterns
NR	True
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
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	116-008
2.618	115-148
1.618	115-038
1.000	114-290
0.618	114-248
HIGH	114-180
0.618	114-138
0.500	114-125
0.382	114-112
LOW	114-070
0.618	114-002
1.000	113-280
1.618	113-212
2.618	113-102
4.250	112-242

Fisher Pivots for day following 28-Apr-2010
Pivot	1 day	3 day
R1	114-125	114-070
PP	114-097	114-060
S1	114-068	114-050

Download as Excel Spreadsheet

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

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