ECBOT 5 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 04-May-2010

Day Change Summary
	Previous	Current
	03-May-2010	04-May-2010	Change	Change %	Previous Week
Open	114-170	114-310	0-140	0.4%	113-290
High	114-170	115-020	0-170	0.5%	114-270
Low	114-170	114-290	0-120	0.3%	113-280
Close	114-170	114-300	0-130	0.4%	114-270
Range	0-000	0-050	0-050		0-310
ATR	0-071	0-078	0-007	10.0%	0-000
Volume	2,581	103	-2,478	-96.0%	2,535

Daily Pivots for day following 04-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	115-140	115-110	115-008
R3	115-090	115-060	114-314
R2	115-040	115-040	114-309
R1	115-010	115-010	114-305	115-000
PP	114-310	114-310	114-310	114-305
S1	114-280	114-280	114-295	114-270
S2	114-260	114-260	114-291
S3	114-210	114-230	114-286
S4	114-160	114-180	114-272

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	115-020	114-070	0-270	0.7%	0-042	0.1%	85%	True	False	1,013
10	115-020	113-240	1-100	1.1%	0-036	0.1%	90%	True	False	529
20	115-020	113-030	1-310	1.7%	0-026	0.1%	94%	True	False	310

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-003
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	115-232
2.618	115-151
1.618	115-101
1.000	115-070
0.618	115-051
HIGH	115-020
0.618	115-001
0.500	114-315
0.382	114-309
LOW	114-290
0.618	114-259
1.000	114-240
1.618	114-209
2.618	114-159
4.250	114-078

Fisher Pivots for day following 04-May-2010
Pivot	1 day	3 day
R1	114-315	114-285
PP	114-310	114-270
S1	114-305	114-255

Download as Excel Spreadsheet

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

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