ECBOT 5 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 13-May-2010

Day Change Summary
	Previous	Current
	12-May-2010	13-May-2010	Change	Change %	Previous Week
Open	115-180	115-190	0-010	0.0%	114-170
High	115-210	115-240	0-030	0.1%	116-100
Low	115-170	115-140	-0-030	-0.1%	114-170
Close	115-190	115-200	0-010	0.0%	115-310
Range	0-040	0-100	0-060	150.0%	1-250
ATR	0-116	0-114	-0-001	-1.0%	0-000
Volume	6,096	13,195	7,099	116.5%	15,055

Daily Pivots for day following 13-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	116-173	116-127	115-255
R3	116-073	116-027	115-228
R2	115-293	115-293	115-218
R1	115-247	115-247	115-209	115-270
PP	115-193	115-193	115-193	115-205
S1	115-147	115-147	115-191	115-170
S2	115-093	115-093	115-182
S3	114-313	115-047	115-172
S4	114-213	114-267	115-145

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	116-090	115-020	1-070	1.1%	0-126	0.3%	46%	False	False	7,968
10	116-100	114-170	1-250	1.5%	0-120	0.3%	61%	False	False	5,112
20	116-100	113-240	2-180	2.2%	0-079	0.2%	73%	False	False	2,630

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-022
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	117-025
2.618	116-182
1.618	116-082
1.000	116-020
0.618	115-302
HIGH	115-240
0.618	115-202
0.500	115-190
0.382	115-178
LOW	115-140
0.618	115-078
1.000	115-040
1.618	114-298
2.618	114-198
4.250	114-035

Fisher Pivots for day following 13-May-2010
Pivot	1 day	3 day
R1	115-197	115-215
PP	115-193	115-210
S1	115-190	115-205

Download as Excel Spreadsheet

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

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