ECBOT 5 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 06-May-2010
Day Change Summary
Previous Current
05-May-2010 06-May-2010 Change Change % Previous Week
Open 115-000 115-150 0-150 0.4% 113-290
High 115-220 116-100 0-200 0.5% 114-270
Low 115-000 115-150 0-150 0.4% 113-280
Close 115-120 116-020 0-220 0.6% 114-270
Range 0-220 0-270 0-050 22.7% 0-310
ATR 0-089 0-104 0-015 16.8% 0-000
Volume 4,208 3,196 -1,012 -24.0% 2,535
Daily Pivots for day following 06-May-2010
Classic Woodie Camarilla DeMark
R4 118-153 118-037 116-168
R3 117-203 117-087 116-094
R2 116-253 116-253 116-070
R1 116-137 116-137 116-045 116-195
PP 115-303 115-303 115-303 116-012
S1 115-187 115-187 115-315 115-245
S2 115-033 115-033 115-290
S3 114-083 114-237 115-266
S4 113-133 113-287 115-192
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
5 116-100 114-170 1-250 1.5% 0-114 0.3% 86% True False 2,256
10 116-100 113-240 2-180 2.2% 0-085 0.2% 90% True False 1,267
20 116-100 113-120 2-300 2.5% 0-050 0.1% 91% True False 676
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 32 trading days
Fibonacci Retracements and Extensions
4.250 119-288
2.618 118-167
1.618 117-217
1.000 117-050
0.618 116-267
HIGH 116-100
0.618 115-317
0.500 115-285
0.382 115-253
LOW 115-150
0.618 114-303
1.000 114-200
1.618 114-033
2.618 113-083
4.250 111-282
Fisher Pivots for day following 06-May-2010
Pivot 1 day 3 day
R1 116-002 115-292
PP 115-303 115-243
S1 115-285 115-195

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

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