ECBOT 5 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 30-Apr-2010
Day Change Summary
Previous Current
29-Apr-2010 30-Apr-2010 Change Change % Previous Week
Open 114-070 114-260 0-190 0.5% 113-290
High 114-090 114-270 0-180 0.5% 114-270
Low 114-070 114-240 0-170 0.5% 113-280
Close 114-150 114-270 0-120 0.3% 114-270
Range 0-020 0-030 0-010 50.0% 0-310
ATR 0-064 0-068 0-004 6.2% 0-000
Volume 103 1,196 1,093 1,061.2% 2,535
Daily Pivots for day following 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 115-030 115-020 114-286
R3 115-000 114-310 114-278
R2 114-290 114-290 114-276
R1 114-280 114-280 114-273 114-285
PP 114-260 114-260 114-260 114-262
S1 114-250 114-250 114-267 114-255
S2 114-230 114-230 114-264
S3 114-200 114-220 114-262
S4 114-170 114-190 114-254
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 117-137 117-033 115-120
R3 116-147 116-043 115-035
R2 115-157 115-157 115-007
R1 115-053 115-053 114-298 115-105
PP 114-167 114-167 114-167 114-192
S1 114-063 114-063 114-242 114-115
S2 113-177 113-177 114-213
S3 112-187 113-073 114-185
S4 111-197 112-083 114-100
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-270 113-280 0-310 0.8% 0-062 0.2% 100% True False 507
10 114-270 113-240 1-030 1.0% 0-031 0.1% 100% True False 267
20 114-270 112-250 2-020 1.8% 0-023 0.1% 100% True False 220
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115-078
2.618 115-029
1.618 114-319
1.000 114-300
0.618 114-289
HIGH 114-270
0.618 114-259
0.500 114-255
0.382 114-251
LOW 114-240
0.618 114-221
1.000 114-210
1.618 114-191
2.618 114-161
4.250 114-112
Fisher Pivots for day following 30-Apr-2010
Pivot 1 day 3 day
R1 114-265 114-237
PP 114-260 114-203
S1 114-255 114-170

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

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