ECBOT 5 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 14-May-2010

Day Change Summary
	Previous	Current
	13-May-2010	14-May-2010	Change	Change %	Previous Week
Open	115-190	115-280	0-090	0.2%	115-170
High	115-240	116-150	0-230	0.6%	116-150
Low	115-140	115-280	0-140	0.4%	115-020
Close	115-200	116-100	0-220	0.6%	116-100
Range	0-100	0-190	0-090	90.0%	1-130
ATR	0-114	0-126	0-011	9.7%	0-000
Volume	13,195	34,478	21,283	161.3%	69,354

Daily Pivots for day following 14-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	118-000	117-240	116-204
R3	117-130	117-050	116-152
R2	116-260	116-260	116-135
R1	116-180	116-180	116-117	116-220
PP	116-070	116-070	116-070	116-090
S1	115-310	115-310	116-083	116-030
S2	115-200	115-200	116-065
S3	115-010	115-120	116-048
S4	114-140	114-250	115-316

Weekly Pivots for week ending 14-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	120-053	119-207	117-028
R3	118-243	118-077	116-224
R2	117-113	117-113	116-182
R1	116-267	116-267	116-141	117-030
PP	115-303	115-303	115-303	116-025
S1	115-137	115-137	116-059	115-220
S2	114-173	114-173	116-018
S3	113-043	114-007	115-296
S4	111-233	112-197	115-172

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-150	115-020	1-130	1.2%	0-134	0.4%	89%	True	False	13,870
10	116-150	114-170	1-300	1.7%	0-136	0.4%	92%	True	False	8,440
20	116-150	113-240	2-230	2.3%	0-084	0.2%	94%	True	False	4,353

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-021
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	118-318
2.618	118-007
1.618	117-137
1.000	117-020
0.618	116-267
HIGH	116-150
0.618	116-077
0.500	116-055
0.382	116-033
LOW	115-280
0.618	115-163
1.000	115-090
1.618	114-293
2.618	114-103
4.250	113-112

Fisher Pivots for day following 14-May-2010
Pivot	1 day	3 day
R1	116-085	116-062
PP	116-070	116-023
S1	116-055	115-305

Download as Excel Spreadsheet

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

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