ECBOT 5 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 26-Apr-2010
Day Change Summary
Previous Current
23-Apr-2010 26-Apr-2010 Change Change % Previous Week
Open 113-240 113-290 0-050 0.1% 114-140
High 113-240 113-290 0-050 0.1% 114-140
Low 113-240 113-280 0-040 0.1% 113-240
Close 113-240 113-270 0-030 0.1% 113-240
Range 0-000 0-010 0-010 0-220
ATR 0-049 0-049 0-000 0.1% 0-000
Volume 53 1 -52 -98.1% 135
Daily Pivots for day following 26-Apr-2010
Classic Woodie Camarilla DeMark
R4 113-310 113-300 113-276
R3 113-300 113-290 113-273
R2 113-290 113-290 113-272
R1 113-280 113-280 113-271 113-280
PP 113-280 113-280 113-280 113-280
S1 113-270 113-270 113-269 113-270
S2 113-270 113-270 113-268
S3 113-260 113-260 113-267
S4 113-250 113-250 113-264
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
5 114-050 113-240 0-130 0.4% 0-002 0.0% 23% False False 26
10 114-140 113-190 0-270 0.7% 0-014 0.0% 30% False False 42
20 114-140 112-250 1-210 1.5% 0-008 0.0% 64% False False 95
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 114-012
2.618 113-316
1.618 113-306
1.000 113-300
0.618 113-296
HIGH 113-290
0.618 113-286
0.500 113-285
0.382 113-284
LOW 113-280
0.618 113-274
1.000 113-270
1.618 113-264
2.618 113-254
4.250 113-238
Fisher Pivots for day following 26-Apr-2010
Pivot 1 day 3 day
R1 113-285 113-305
PP 113-280 113-293
S1 113-275 113-282

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

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