ECBOT 5 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 23-Apr-2010
Day Change Summary
Previous Current
22-Apr-2010 23-Apr-2010 Change Change % Previous Week
Open 114-050 113-240 -0-130 -0.4% 114-140
High 114-050 113-240 -0-130 -0.4% 114-140
Low 114-050 113-240 -0-130 -0.4% 113-240
Close 114-000 113-240 -0-080 -0.2% 113-240
Range
ATR 0-047 0-049 0-002 5.1% 0-000
Volume 17 53 36 211.8% 135
Daily Pivots for day following 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 113-240 113-240 113-240
R3 113-240 113-240 113-240
R2 113-240 113-240 113-240
R1 113-240 113-240 113-240 113-240
PP 113-240 113-240 113-240 113-240
S1 113-240 113-240 113-240 113-240
S2 113-240 113-240 113-240
S3 113-240 113-240 113-240
S4 113-240 113-240 113-240
Weekly Pivots for week ending 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 116-013 115-187 114-041
R3 115-113 114-287 113-300
R2 114-213 114-213 113-280
R1 114-067 114-067 113-260 114-030
PP 113-313 113-313 113-313 113-295
S1 113-167 113-167 113-220 113-130
S2 113-093 113-093 113-200
S3 112-193 112-267 113-180
S4 111-293 112-047 113-119
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-140 113-240 0-220 0.6% 0-000 0.0% 0% False True 27
10 114-140 113-190 0-270 0.7% 0-015 0.0% 19% False False 81
20 114-140 112-250 1-210 1.5% 0-008 0.0% 58% False False 95
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
4.250 113-240
2.618 113-240
1.618 113-240
1.000 113-240
0.618 113-240
HIGH 113-240
0.618 113-240
0.500 113-240
0.382 113-240
LOW 113-240
0.618 113-240
1.000 113-240
1.618 113-240
2.618 113-240
4.250 113-240
Fisher Pivots for day following 23-Apr-2010
Pivot 1 day 3 day
R1 113-240 113-305
PP 113-240 113-283
S1 113-240 113-262

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

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