ECBOT 5 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 19-Apr-2010
Day Change Summary
Previous Current
16-Apr-2010 19-Apr-2010 Change Change % Previous Week
Open 114-000 114-140 0-140 0.4% 113-210
High 114-090 114-140 0-050 0.1% 114-090
Low 113-310 114-140 0-150 0.4% 113-190
Close 114-100 114-020 -0-080 -0.2% 114-100
Range 0-100 0-000 -0-100 -100.0% 0-220
ATR 0-055 0-054 -0-001 -2.0% 0-000
Volume 12 5 -7 -58.3% 679
Daily Pivots for day following 19-Apr-2010
Classic Woodie Camarilla DeMark
R4 114-100 114-060 114-020
R3 114-100 114-060 114-020
R2 114-100 114-100 114-020
R1 114-060 114-060 114-020 114-080
PP 114-100 114-100 114-100 114-110
S1 114-060 114-060 114-020 114-080
S2 114-100 114-100 114-020
S3 114-100 114-060 114-020
S4 114-100 114-060 114-020
Weekly Pivots for week ending 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 116-040 115-290 114-221
R3 115-140 115-070 114-160
R2 114-240 114-240 114-140
R1 114-170 114-170 114-120 114-205
PP 114-020 114-020 114-020 114-038
S1 113-270 113-270 114-080 113-305
S2 113-120 113-120 114-060
S3 112-220 113-050 114-040
S4 112-000 112-150 113-299
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-140 113-190 0-270 0.7% 0-026 0.1% 56% True False 58
10 114-140 112-300 1-160 1.3% 0-015 0.0% 75% True False 174
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 True
Stretch 0-001
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 114-140
2.618 114-140
1.618 114-140
1.000 114-140
0.618 114-140
HIGH 114-140
0.618 114-140
0.500 114-140
0.382 114-140
LOW 114-140
0.618 114-140
1.000 114-140
1.618 114-140
2.618 114-140
4.250 114-140
Fisher Pivots for day following 19-Apr-2010
Pivot 1 day 3 day
R1 114-140 114-015
PP 114-100 114-010
S1 114-060 114-005

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

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