ECBOT 5 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 21-Apr-2010
Day Change Summary
Previous Current
20-Apr-2010 21-Apr-2010 Change Change % Previous Week
Open 113-310 113-300 -0-010 0.0% 113-210
High 113-310 113-300 -0-010 0.0% 114-090
Low 113-310 113-300 -0-010 0.0% 113-190
Close 113-310 114-060 0-070 0.2% 114-100
Range
ATR 0-053 0-050 -0-003 -5.8% 0-000
Volume 58 2 -56 -96.6% 679
Daily Pivots for day following 21-Apr-2010
Classic Woodie Camarilla DeMark
R4 114-007 114-033 114-060
R3 114-007 114-033 114-060
R2 114-007 114-007 114-060
R1 114-033 114-033 114-060 114-020
PP 114-007 114-007 114-007 114-000
S1 114-033 114-033 114-060 114-020
S2 114-007 114-007 114-060
S3 114-007 114-033 114-060
S4 114-007 114-033 114-060
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% 0-024 0.1% 70% False False 59
10 114-140 113-120 1-020 0.9% 0-015 0.0% 76% False False 92
20 114-140 112-250 1-210 1.5% 0-008 0.0% 85% False False 93
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
4.250 113-300
2.618 113-300
1.618 113-300
1.000 113-300
0.618 113-300
HIGH 113-300
0.618 113-300
0.500 113-300
0.382 113-300
LOW 113-300
0.618 113-300
1.000 113-300
1.618 113-300
2.618 113-300
4.250 113-300
Fisher Pivots for day following 21-Apr-2010
Pivot 1 day 3 day
R1 114-033 114-060
PP 114-007 114-060
S1 113-300 114-060

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

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