ECBOT 5 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 29-Apr-2010
Day Change Summary
Previous Current
28-Apr-2010 29-Apr-2010 Change Change % Previous Week
Open 114-180 114-070 -0-110 -0.3% 114-140
High 114-180 114-090 -0-090 -0.2% 114-140
Low 114-070 114-070 0-000 0.0% 113-240
Close 114-040 114-150 0-110 0.3% 113-240
Range 0-110 0-020 -0-090 -81.8% 0-220
ATR 0-066 0-064 -0-001 -1.7% 0-000
Volume 1,083 103 -980 -90.5% 135
Daily Pivots for day following 29-Apr-2010
Classic Woodie Camarilla DeMark
R4 114-163 114-177 114-161
R3 114-143 114-157 114-156
R2 114-123 114-123 114-154
R1 114-137 114-137 114-152 114-130
PP 114-103 114-103 114-103 114-100
S1 114-117 114-117 114-148 114-110
S2 114-083 114-083 114-146
S3 114-063 114-097 114-144
S4 114-043 114-077 114-139
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% 0-056 0.2% 88% False False 278
10 114-180 113-240 0-260 0.7% 0-038 0.1% 88% False False 148
20 114-180 112-250 1-250 1.6% 0-022 0.1% 95% False False 161
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 3 trading days
Fibonacci Retracements and Extensions
4.250 114-175
2.618 114-142
1.618 114-122
1.000 114-110
0.618 114-102
HIGH 114-090
0.618 114-082
0.500 114-080
0.382 114-078
LOW 114-070
0.618 114-058
1.000 114-050
1.618 114-038
2.618 114-018
4.250 113-305
Fisher Pivots for day following 29-Apr-2010
Pivot 1 day 3 day
R1 114-127 114-137
PP 114-103 114-123
S1 114-080 114-110

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

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