ECBOT 5 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 29-Apr-2010

Day Change Summary
	Previous	Current
	28-Apr-2010	29-Apr-2010	Change	Change %	Previous Week
Open	114-180	114-070	-0-110	-0.3%	114-140
High	114-180	114-090	-0-090	-0.2%	114-140
Low	114-070	114-070	0-000	0.0%	113-240
Close	114-040	114-150	0-110	0.3%	113-240
Range	0-110	0-020	-0-090	-81.8%	0-220
ATR	0-066	0-064	-0-001	-1.7%	0-000
Volume	1,083	103	-980	-90.5%	135

Daily Pivots for day following 29-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	114-163	114-177	114-161
R3	114-143	114-157	114-156
R2	114-123	114-123	114-154
R1	114-137	114-137	114-152	114-130
PP	114-103	114-103	114-103	114-100
S1	114-117	114-117	114-148	114-110
S2	114-083	114-083	114-146
S3	114-063	114-097	114-144
S4	114-043	114-077	114-139

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%	0-056	0.2%	88%	False	False	278
10	114-180	113-240	0-260	0.7%	0-038	0.1%	88%	False	False	148
20	114-180	112-250	1-250	1.6%	0-022	0.1%	95%	False	False	161

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 3 trading days

Fibonacci Retracements and Extensions
4.250	114-175
2.618	114-142
1.618	114-122
1.000	114-110
0.618	114-102
HIGH	114-090
0.618	114-082
0.500	114-080
0.382	114-078
LOW	114-070
0.618	114-058
1.000	114-050
1.618	114-038
2.618	114-018
4.250	113-305

Fisher Pivots for day following 29-Apr-2010
Pivot	1 day	3 day
R1	114-127	114-137
PP	114-103	114-123
S1	114-080	114-110

Download as Excel Spreadsheet

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

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