ECBOT 5 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 19-May-2010

Day Change Summary
	Previous	Current
	18-May-2010	19-May-2010	Change	Change %	Previous Week
Open	116-040	116-250	0-210	0.6%	115-170
High	116-190	116-270	0-080	0.2%	116-150
Low	115-310	116-130	0-140	0.4%	115-020
Close	116-180	116-150	-0-030	-0.1%	116-100
Range	0-200	0-140	-0-060	-30.0%	1-130
ATR	0-133	0-133	0-001	0.4%	0-000
Volume	7,076	19,349	12,273	173.4%	69,354

Daily Pivots for day following 19-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	117-283	117-197	116-227
R3	117-143	117-057	116-188
R2	117-003	117-003	116-176
R1	116-237	116-237	116-163	116-210
PP	116-183	116-183	116-183	116-170
S1	116-097	116-097	116-137	116-070
S2	116-043	116-043	116-124
S3	115-223	115-277	116-112
S4	115-083	115-137	116-073

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	116-270	115-140	1-130	1.2%	0-156	0.4%	73%	True	False	19,483
10	116-270	115-020	1-250	1.5%	0-158	0.4%	79%	True	False	12,725
20	116-270	113-240	3-030	2.7%	0-108	0.3%	88%	True	False	6,837
40	116-270	112-250	4-020	3.5%	0-058	0.2%	91%	True	False	3,465

Crabel Price Patterns
NR	True
NR4	True
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	True
Stretch	0-032
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	118-225
2.618	117-317
1.618	117-177
1.000	117-090
0.618	117-037
HIGH	116-270
0.618	116-217
0.500	116-200
0.382	116-183
LOW	116-130
0.618	116-043
1.000	115-310
1.618	115-223
2.618	115-083
4.250	114-175

Fisher Pivots for day following 19-May-2010
Pivot	1 day	3 day
R1	116-200	116-143
PP	116-183	116-137
S1	116-167	116-130

Download as Excel Spreadsheet

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

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