ECBOT 5 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 20-Apr-2010
Day Change Summary
Previous Current
19-Apr-2010 20-Apr-2010 Change Change % Previous Week
Open 114-140 113-310 -0-150 -0.4% 113-210
High 114-140 113-310 -0-150 -0.4% 114-090
Low 114-140 113-310 -0-150 -0.4% 113-190
Close 114-020 113-310 -0-030 -0.1% 114-100
Range
ATR 0-054 0-053 -0-002 -3.2% 0-000
Volume 5 58 53 1,060.0% 679
Daily Pivots for day following 20-Apr-2010
Classic Woodie Camarilla DeMark
R4 113-310 113-310 113-310
R3 113-310 113-310 113-310
R2 113-310 113-310 113-310
R1 113-310 113-310 113-310 113-310
PP 113-310 113-310 113-310 113-310
S1 113-310 113-310 113-310 113-310
S2 113-310 113-310 113-310
S3 113-310 113-310 113-310
S4 113-310 113-310 113-310
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% 44% False False 69
10 114-140 113-030 1-110 1.2% 0-015 0.0% 65% False False 92
Crabel Price Patterns
NR False
NR4 False
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 False
Stretch 0-001
Fibonacci Retracements and Extensions
4.250 113-310
2.618 113-310
1.618 113-310
1.000 113-310
0.618 113-310
HIGH 113-310
0.618 113-310
0.500 113-310
0.382 113-310
LOW 113-310
0.618 113-310
1.000 113-310
1.618 113-310
2.618 113-310
4.250 113-310
Fisher Pivots for day following 20-Apr-2010
Pivot 1 day 3 day
R1 113-310 114-065
PP 113-310 114-040
S1 113-310 114-015

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

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