ECBOT 5 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 12-Apr-2010
Day Change Summary
Previous Current
09-Apr-2010 12-Apr-2010 Change Change % Previous Week
Open 113-120 113-210 0-090 0.2% 112-250
High 113-120 113-210 0-090 0.2% 113-120
Low 113-120 113-190 0-070 0.2% 112-250
Close 113-120 113-200 0-080 0.2% 113-120
Range 0-000 0-020 0-020 0-190
ATR 0-000 0-054 0-054 0-000
Volume 89 390 301 338.2% 1,070
Daily Pivots for day following 12-Apr-2010
Classic Woodie Camarilla DeMark
R4 113-260 113-250 113-211
R3 113-240 113-230 113-206
R2 113-220 113-220 113-204
R1 113-210 113-210 113-202 113-205
PP 113-200 113-200 113-200 113-198
S1 113-190 113-190 113-198 113-185
S2 113-180 113-180 113-196
S3 113-160 113-170 113-194
S4 113-140 113-150 113-189
Weekly Pivots for week ending 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 114-307 114-243 113-224
R3 114-117 114-053 113-172
R2 113-247 113-247 113-155
R1 113-183 113-183 113-137 113-215
PP 113-057 113-057 113-057 113-072
S1 112-313 112-313 113-103 113-025
S2 112-187 112-187 113-085
S3 111-317 112-123 113-068
S4 111-127 111-253 113-016
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-210 112-300 0-230 0.6% 0-004 0.0% 96% True False 291
10 113-250 112-250 1-000 0.9% 0-002 0.0% 84% False False 148
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 113-295
2.618 113-262
1.618 113-242
1.000 113-230
0.618 113-222
HIGH 113-210
0.618 113-202
0.500 113-200
0.382 113-198
LOW 113-190
0.618 113-178
1.000 113-170
1.618 113-158
2.618 113-138
4.250 113-105
Fisher Pivots for day following 12-Apr-2010
Pivot 1 day 3 day
R1 113-200 113-188
PP 113-200 113-177
S1 113-200 113-165

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

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