ECBOT 5 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 03-May-2010
Day Change Summary
Previous Current
30-Apr-2010 03-May-2010 Change Change % Previous Week
Open 114-260 114-170 -0-090 -0.2% 113-290
High 114-270 114-170 -0-100 -0.3% 114-270
Low 114-240 114-170 -0-070 -0.2% 113-280
Close 114-270 114-170 -0-100 -0.3% 114-270
Range 0-030 0-000 -0-030 -100.0% 0-310
ATR 0-068 0-071 0-002 3.3% 0-000
Volume 1,196 2,581 1,385 115.8% 2,535
Daily Pivots for day following 03-May-2010
Classic Woodie Camarilla DeMark
R4 114-170 114-170 114-170
R3 114-170 114-170 114-170
R2 114-170 114-170 114-170
R1 114-170 114-170 114-170 114-170
PP 114-170 114-170 114-170 114-170
S1 114-170 114-170 114-170 114-170
S2 114-170 114-170 114-170
S3 114-170 114-170 114-170
S4 114-170 114-170 114-170
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
5 114-270 114-040 0-230 0.6% 0-060 0.2% 57% False False 1,023
10 114-270 113-240 1-030 1.0% 0-031 0.1% 71% False False 524
20 114-270 112-300 1-290 1.7% 0-023 0.1% 84% False False 349
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 114-170
2.618 114-170
1.618 114-170
1.000 114-170
0.618 114-170
HIGH 114-170
0.618 114-170
0.500 114-170
0.382 114-170
LOW 114-170
0.618 114-170
1.000 114-170
1.618 114-170
2.618 114-170
4.250 114-170
Fisher Pivots for day following 03-May-2010
Pivot 1 day 3 day
R1 114-170 114-170
PP 114-170 114-170
S1 114-170 114-170

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

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