ECBOT 5 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 07-May-2010

Day Change Summary
	Previous	Current
	06-May-2010	07-May-2010	Change	Change %	Previous Week
Open	115-150	116-030	0-200	0.5%	114-170
High	116-100	116-090	-0-010	0.0%	116-100
Low	115-150	115-260	0-110	0.3%	114-170
Close	116-020	115-310	-0-030	-0.1%	115-310
Range	0-270	0-150	-0-120	-44.4%	1-250
ATR	0-104	0-108	0-003	3.1%	0-000
Volume	3,196	4,967	1,771	55.4%	15,055

Daily Pivots for day following 07-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	117-137	117-053	116-072
R3	116-307	116-223	116-031
R2	116-157	116-157	116-018
R1	116-073	116-073	116-004	116-040
PP	116-007	116-007	116-007	115-310
S1	115-243	115-243	115-296	115-210
S2	115-177	115-177	115-282
S3	115-027	115-093	115-269
S4	114-197	114-263	115-228

Weekly Pivots for week ending 07-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	120-303	120-077	116-304
R3	119-053	118-147	116-147
R2	117-123	117-123	116-094
R1	116-217	116-217	116-042	117-010
PP	115-193	115-193	115-193	115-250
S1	114-287	114-287	115-258	115-080
S2	113-263	113-263	115-206
S3	112-013	113-037	115-153
S4	110-083	111-107	114-316

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%	0-138	0.4%	81%	False	False	3,011
10	116-100	113-280	2-140	2.1%	0-100	0.3%	86%	False	False	1,759
20	116-100	113-190	2-230	2.3%	0-058	0.2%	87%	False	False	920

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-009
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	118-088
2.618	117-163
1.618	117-013
1.000	116-240
0.618	116-183
HIGH	116-090
0.618	116-033
0.500	116-015
0.382	115-317
LOW	115-260
0.618	115-167
1.000	115-110
1.618	115-017
2.618	114-187
4.250	113-262

Fisher Pivots for day following 07-May-2010
Pivot	1 day	3 day
R1	116-015	115-277
PP	116-007	115-243
S1	115-318	115-210

Download as Excel Spreadsheet

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

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