ECBOT 5 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 17-May-2010

Day Change Summary
	Previous	Current
	14-May-2010	17-May-2010	Change	Change %	Previous Week
Open	115-280	116-100	0-140	0.4%	115-170
High	116-150	116-160	0-010	0.0%	116-150
Low	115-280	116-010	0-050	0.1%	115-020
Close	116-100	116-050	-0-050	-0.1%	116-100
Range	0-190	0-150	-0-040	-21.1%	1-130
ATR	0-126	0-127	0-002	1.4%	0-000
Volume	34,478	23,317	-11,161	-32.4%	69,354

Daily Pivots for day following 17-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	117-203	117-117	116-132
R3	117-053	116-287	116-091
R2	116-223	116-223	116-078
R1	116-137	116-137	116-064	116-105
PP	116-073	116-073	116-073	116-058
S1	115-307	115-307	116-036	115-275
S2	115-243	115-243	116-022
S3	115-093	115-157	116-009
S4	114-263	115-007	115-288

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	116-160	115-140	1-020	0.9%	0-120	0.3%	68%	True	False	17,265
10	116-160	114-290	1-190	1.4%	0-151	0.4%	78%	True	False	10,514
20	116-160	113-240	2-240	2.4%	0-091	0.2%	88%	True	False	5,519

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0-027
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-158
2.618	117-233
1.618	117-083
1.000	116-310
0.618	116-253
HIGH	116-160
0.618	116-103
0.500	116-085
0.382	116-067
LOW	116-010
0.618	115-237
1.000	115-180
1.618	115-087
2.618	114-257
4.250	114-012

Fisher Pivots for day following 17-May-2010
Pivot	1 day	3 day
R1	116-085	116-030
PP	116-073	116-010
S1	116-062	115-310

Download as Excel Spreadsheet

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

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