ECBOT 5 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 27-May-2010
Day Change Summary
Previous Current
26-May-2010 27-May-2010 Change Change % Previous Week
Open 116-310 116-280 -0-030 -0.1% 116-100
High 117-040 116-290 -0-070 -0.2% 117-160
Low 116-140 116-040 -0-100 -0.3% 115-310
Close 116-220 116-080 -0-140 -0.4% 117-000
Range 0-220 0-250 0-030 13.6% 1-170
ATR 0-157 0-164 0-007 4.2% 0-000
Volume 360,038 606,864 246,826 68.6% 131,567
Daily Pivots for day following 27-May-2010
Classic Woodie Camarilla DeMark
R4 118-247 118-093 116-218
R3 117-317 117-163 116-149
R2 117-067 117-067 116-126
R1 116-233 116-233 116-103 116-185
PP 116-137 116-137 116-137 116-112
S1 115-303 115-303 116-057 115-255
S2 115-207 115-207 116-034
S3 114-277 115-053 116-011
S4 114-027 114-123 115-262
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
5 117-220 116-040 1-180 1.3% 0-202 0.5% 8% False True 247,114
10 117-220 115-280 1-260 1.6% 0-195 0.5% 21% False False 134,950
20 117-220 114-170 3-050 2.7% 0-158 0.4% 54% False False 70,031
40 117-220 112-250 4-290 4.2% 0-090 0.2% 71% False False 35,096
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 120-072
2.618 118-304
1.618 118-054
1.000 117-220
0.618 117-124
HIGH 116-290
0.618 116-194
0.500 116-165
0.382 116-136
LOW 116-040
0.618 115-206
1.000 115-110
1.618 114-276
2.618 114-026
4.250 112-258
Fisher Pivots for day following 27-May-2010
Pivot 1 day 3 day
R1 116-165 116-290
PP 116-137 116-220
S1 116-108 116-150

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

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