ECBOT 5 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 26-May-2010

Day Change Summary
	Previous	Current
	25-May-2010	26-May-2010	Change	Change %	Previous Week
Open	117-030	116-310	-0-040	-0.1%	116-100
High	117-220	117-040	-0-180	-0.5%	117-160
Low	117-010	116-140	-0-190	-0.5%	115-310
Close	117-020	116-220	-0-120	-0.3%	117-000
Range	0-210	0-220	0-010	4.8%	1-170
ATR	0-153	0-157	0-005	3.2%	0-000
Volume	159,156	360,038	200,882	126.2%	131,567

Daily Pivots for day following 26-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	118-260	118-140	117-021
R3	118-040	117-240	116-280
R2	117-140	117-140	116-260
R1	117-020	117-020	116-240	116-290
PP	116-240	116-240	116-240	116-215
S1	116-120	116-120	116-200	116-070
S2	116-020	116-020	116-180
S3	115-120	115-220	116-160
S4	114-220	115-000	116-099

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%	0-204	0.5%	24%	False	False	131,683
10	117-220	115-140	2-080	1.9%	0-180	0.5%	56%	False	False	75,583
20	117-220	114-070	3-150	3.0%	0-146	0.4%	71%	False	False	39,693
40	117-220	112-250	4-290	4.2%	0-083	0.2%	80%	False	False	19,924

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	0-034
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	120-015
2.618	118-296
1.618	118-076
1.000	117-260
0.618	117-176
HIGH	117-040
0.618	116-276
0.500	116-250
0.382	116-224
LOW	116-140
0.618	116-004
1.000	115-240
1.618	115-104
2.618	114-204
4.250	113-165

Fisher Pivots for day following 26-May-2010
Pivot	1 day	3 day
R1	116-250	117-020
PP	116-240	116-300
S1	116-230	116-260

Download as Excel Spreadsheet

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

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