ECBOT 5 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 25-May-2010

Day Change Summary
	Previous	Current
	24-May-2010	25-May-2010	Change	Change %	Previous Week
Open	116-280	117-030	0-070	0.2%	116-100
High	117-060	117-220	0-160	0.4%	117-160
Low	116-260	117-010	0-070	0.2%	115-310
Close	116-290	117-020	0-050	0.1%	117-000
Range	0-120	0-210	0-090	75.0%	1-170
ATR	0-145	0-153	0-007	5.2%	0-000
Volume	57,400	159,156	101,756	177.3%	131,567

Daily Pivots for day following 25-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	119-073	118-257	117-136
R3	118-183	118-047	117-078
R2	117-293	117-293	117-058
R1	117-157	117-157	117-039	117-120
PP	117-083	117-083	117-083	117-065
S1	116-267	116-267	117-001	116-230
S2	116-193	116-193	116-302
S3	115-303	116-057	116-282
S4	115-093	115-167	116-224

Weekly Pivots for week ending 21-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	121-133	120-237	117-270
R3	119-283	119-067	117-135
R2	118-113	118-113	117-090
R1	117-217	117-217	117-045	118-005
PP	116-263	116-263	116-263	116-318
S1	116-047	116-047	116-275	116-155
S2	115-093	115-093	116-230
S3	113-243	114-197	116-185
S4	112-073	113-027	116-050

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-220	116-120	1-100	1.1%	0-188	0.5%	52%	True	False	63,546
10	117-220	115-140	2-080	1.9%	0-162	0.4%	72%	True	False	40,189
20	117-220	114-070	3-150	3.0%	0-140	0.4%	82%	True	False	21,745
40	117-220	112-250	4-290	4.2%	0-078	0.2%	87%	True	False	10,924

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-030
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-152
2.618	119-130
1.618	118-240
1.000	118-110
0.618	118-030
HIGH	117-220
0.618	117-140
0.500	117-115
0.382	117-090
LOW	117-010
0.618	116-200
1.000	116-120
1.618	115-310
2.618	115-100
4.250	114-078

Fisher Pivots for day following 25-May-2010
Pivot	1 day	3 day
R1	117-115	117-080
PP	117-083	117-060
S1	117-052	117-040

Download as Excel Spreadsheet

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

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