ECBOT 5 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 10-May-2010

Day Change Summary
	Previous	Current
	07-May-2010	10-May-2010	Change	Change %	Previous Week
Open	116-030	115-170	-0-180	-0.5%	114-170
High	116-090	115-240	-0-170	-0.5%	116-100
Low	115-260	115-020	-0-240	-0.6%	114-170
Close	115-310	115-210	-0-100	-0.3%	115-310
Range	0-150	0-220	0-070	46.7%	1-250
ATR	0-108	0-121	0-013	12.1%	0-000
Volume	4,967	6,342	1,375	27.7%	15,055

Daily Pivots for day following 10-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	117-177	117-093	116-011
R3	116-277	116-193	115-270
R2	116-057	116-057	115-250
R1	115-293	115-293	115-230	116-015
PP	115-157	115-157	115-157	115-178
S1	115-073	115-073	115-190	115-115
S2	114-257	114-257	115-170
S3	114-037	114-173	115-150
S4	113-137	113-273	115-089

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	114-290	1-130	1.2%	0-182	0.5%	53%	False	False	3,763
10	116-100	114-040	2-060	1.9%	0-121	0.3%	70%	False	False	2,393
20	116-100	113-190	2-230	2.4%	0-068	0.2%	76%	False	False	1,217

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	0-016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-215
2.618	117-176
1.618	116-276
1.000	116-140
0.618	116-056
HIGH	115-240
0.618	115-156
0.500	115-130
0.382	115-104
LOW	115-020
0.618	114-204
1.000	114-120
1.618	113-304
2.618	113-084
4.250	112-045

Fisher Pivots for day following 10-May-2010
Pivot	1 day	3 day
R1	115-183	115-220
PP	115-157	115-217
S1	115-130	115-213

Download as Excel Spreadsheet

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

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