ECBOT 5 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 27-Apr-2010
Day Change Summary
Previous Current
26-Apr-2010 27-Apr-2010 Change Change % Previous Week
Open 113-290 114-040 0-070 0.2% 114-140
High 113-290 114-180 0-210 0.6% 114-140
Low 113-280 114-040 0-080 0.2% 113-240
Close 113-270 114-170 0-220 0.6% 113-240
Range 0-010 0-140 0-130 1,300.0% 0-220
ATR 0-049 0-062 0-013 26.3% 0-000
Volume 1 152 151 15,100.0% 135
Daily Pivots for day following 27-Apr-2010
Classic Woodie Camarilla DeMark
R4 115-230 115-180 114-247
R3 115-090 115-040 114-208
R2 114-270 114-270 114-196
R1 114-220 114-220 114-183 114-245
PP 114-130 114-130 114-130 114-142
S1 114-080 114-080 114-157 114-105
S2 113-310 113-310 114-144
S3 113-170 113-260 114-132
S4 113-030 113-120 114-093
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
5 114-180 113-240 0-260 0.7% 0-030 0.1% 96% True False 45
10 114-180 113-190 0-310 0.8% 0-028 0.1% 97% True False 57
20 114-180 112-250 1-250 1.6% 0-015 0.0% 98% True False 102
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 25 trading days
Fibonacci Retracements and Extensions
4.250 116-135
2.618 115-227
1.618 115-087
1.000 115-000
0.618 114-267
HIGH 114-180
0.618 114-127
0.500 114-110
0.382 114-093
LOW 114-040
0.618 113-273
1.000 113-220
1.618 113-133
2.618 112-313
4.250 112-085
Fisher Pivots for day following 27-Apr-2010
Pivot 1 day 3 day
R1 114-150 114-130
PP 114-130 114-090
S1 114-110 114-050

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

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