ECBOT 5 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 18-May-2010

Day Change Summary
	Previous	Current
	17-May-2010	18-May-2010	Change	Change %	Previous Week
Open	116-100	116-040	-0-060	-0.2%	115-170
High	116-160	116-190	0-030	0.1%	116-150
Low	116-010	115-310	-0-020	-0.1%	115-020
Close	116-050	116-180	0-130	0.3%	116-100
Range	0-150	0-200	0-050	33.3%	1-130
ATR	0-127	0-133	0-005	4.1%	0-000
Volume	23,317	7,076	-16,241	-69.7%	69,354

Daily Pivots for day following 18-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	118-080	118-010	116-290
R3	117-200	117-130	116-235
R2	117-000	117-000	116-217
R1	116-250	116-250	116-198	116-285
PP	116-120	116-120	116-120	116-138
S1	116-050	116-050	116-162	116-085
S2	115-240	115-240	116-143
S3	115-040	115-170	116-125
S4	114-160	114-290	116-070

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	116-190	115-140	1-050	1.0%	0-136	0.4%	97%	True	False	16,832
10	116-190	115-000	1-190	1.4%	0-166	0.4%	98%	True	False	11,211
20	116-190	113-240	2-270	2.4%	0-101	0.3%	99%	True	False	5,870

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-030
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	119-080
2.618	118-074
1.618	117-194
1.000	117-070
0.618	116-314
HIGH	116-190
0.618	116-114
0.500	116-090
0.382	116-066
LOW	115-310
0.618	115-186
1.000	115-110
1.618	114-306
2.618	114-106
4.250	113-100

Fisher Pivots for day following 18-May-2010
Pivot	1 day	3 day
R1	116-150	116-145
PP	116-120	116-110
S1	116-090	116-075

Download as Excel Spreadsheet

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

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