ECBOT 5 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 30-Apr-2010

Day Change Summary
	Previous	Current
	29-Apr-2010	30-Apr-2010	Change	Change %	Previous Week
Open	114-070	114-260	0-190	0.5%	113-290
High	114-090	114-270	0-180	0.5%	114-270
Low	114-070	114-240	0-170	0.5%	113-280
Close	114-150	114-270	0-120	0.3%	114-270
Range	0-020	0-030	0-010	50.0%	0-310
ATR	0-064	0-068	0-004	6.2%	0-000
Volume	103	1,196	1,093	1,061.2%	2,535

Daily Pivots for day following 30-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	115-030	115-020	114-286
R3	115-000	114-310	114-278
R2	114-290	114-290	114-276
R1	114-280	114-280	114-273	114-285
PP	114-260	114-260	114-260	114-262
S1	114-250	114-250	114-267	114-255
S2	114-230	114-230	114-264
S3	114-200	114-220	114-262
S4	114-170	114-190	114-254

Weekly Pivots for week ending 30-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	117-137	117-033	115-120
R3	116-147	116-043	115-035
R2	115-157	115-157	115-007
R1	115-053	115-053	114-298	115-105
PP	114-167	114-167	114-167	114-192
S1	114-063	114-063	114-242	114-115
S2	113-177	113-177	114-213
S3	112-187	113-073	114-185
S4	111-197	112-083	114-100

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114-270	113-280	0-310	0.8%	0-062	0.2%	100%	True	False	507
10	114-270	113-240	1-030	1.0%	0-031	0.1%	100%	True	False	267
20	114-270	112-250	2-020	1.8%	0-023	0.1%	100%	True	False	220

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	115-078
2.618	115-029
1.618	114-319
1.000	114-300
0.618	114-289
HIGH	114-270
0.618	114-259
0.500	114-255
0.382	114-251
LOW	114-240
0.618	114-221
1.000	114-210
1.618	114-191
2.618	114-161
4.250	114-112

Fisher Pivots for day following 30-Apr-2010
Pivot	1 day	3 day
R1	114-265	114-237
PP	114-260	114-203
S1	114-255	114-170

Download as Excel Spreadsheet

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

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