ECBOT 5 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 11-May-2010
Day Change Summary
Previous Current
10-May-2010 11-May-2010 Change Change % Previous Week
Open 115-170 115-290 0-120 0.3% 114-170
High 115-240 115-290 0-050 0.1% 116-100
Low 115-020 115-170 0-150 0.4% 114-170
Close 115-210 115-220 0-010 0.0% 115-310
Range 0-220 0-120 -0-100 -45.5% 1-250
ATR 0-121 0-121 0-000 0.0% 0-000
Volume 6,342 9,243 2,901 45.7% 15,055
Daily Pivots for day following 11-May-2010
Classic Woodie Camarilla DeMark
R4 116-267 116-203 115-286
R3 116-147 116-083 115-253
R2 116-027 116-027 115-242
R1 115-283 115-283 115-231 115-255
PP 115-227 115-227 115-227 115-212
S1 115-163 115-163 115-209 115-135
S2 115-107 115-107 115-198
S3 114-307 115-043 115-187
S4 114-187 114-243 115-154
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
5 116-100 115-000 1-100 1.1% 0-196 0.5% 52% False False 5,591
10 116-100 114-070 2-030 1.8% 0-119 0.3% 70% False False 3,302
20 116-100 113-190 2-230 2.4% 0-074 0.2% 77% False False 1,679
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 0-016
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 117-160
2.618 116-284
1.618 116-164
1.000 116-090
0.618 116-044
HIGH 115-290
0.618 115-244
0.500 115-230
0.382 115-216
LOW 115-170
0.618 115-096
1.000 115-050
1.618 114-296
2.618 114-176
4.250 113-300
Fisher Pivots for day following 11-May-2010
Pivot 1 day 3 day
R1 115-230 115-218
PP 115-227 115-217
S1 115-223 115-215

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

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