ECBOT 5 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 28-Apr-2010
Day Change Summary
Previous Current
27-Apr-2010 28-Apr-2010 Change Change % Previous Week
Open 114-040 114-180 0-140 0.4% 114-140
High 114-180 114-180 0-000 0.0% 114-140
Low 114-040 114-070 0-030 0.1% 113-240
Close 114-170 114-040 -0-130 -0.4% 113-240
Range 0-140 0-110 -0-030 -21.4% 0-220
ATR 0-062 0-066 0-003 5.5% 0-000
Volume 152 1,083 931 612.5% 135
Daily Pivots for day following 28-Apr-2010
Classic Woodie Camarilla DeMark
R4 115-107 115-023 114-100
R3 114-317 114-233 114-070
R2 114-207 114-207 114-060
R1 114-123 114-123 114-050 114-110
PP 114-097 114-097 114-097 114-090
S1 114-013 114-013 114-030 114-000
S2 113-307 113-307 114-020
S3 113-197 113-223 114-010
S4 113-087 113-113 113-300
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% 0-052 0.1% 46% True False 261
10 114-180 113-190 0-310 0.8% 0-038 0.1% 55% True False 160
20 114-180 112-250 1-250 1.6% 0-020 0.1% 75% True False 156
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 116-008
2.618 115-148
1.618 115-038
1.000 114-290
0.618 114-248
HIGH 114-180
0.618 114-138
0.500 114-125
0.382 114-112
LOW 114-070
0.618 114-002
1.000 113-280
1.618 113-212
2.618 113-102
4.250 112-242
Fisher Pivots for day following 28-Apr-2010
Pivot 1 day 3 day
R1 114-125 114-070
PP 114-097 114-060
S1 114-068 114-050

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

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