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

Download as Excel Spreadsheet

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

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