ECBOT 5 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 07-May-2010
Day Change Summary
Previous Current
06-May-2010 07-May-2010 Change Change % Previous Week
Open 115-150 116-030 0-200 0.5% 114-170
High 116-100 116-090 -0-010 0.0% 116-100
Low 115-150 115-260 0-110 0.3% 114-170
Close 116-020 115-310 -0-030 -0.1% 115-310
Range 0-270 0-150 -0-120 -44.4% 1-250
ATR 0-104 0-108 0-003 3.1% 0-000
Volume 3,196 4,967 1,771 55.4% 15,055
Daily Pivots for day following 07-May-2010
Classic Woodie Camarilla DeMark
R4 117-137 117-053 116-072
R3 116-307 116-223 116-031
R2 116-157 116-157 116-018
R1 116-073 116-073 116-004 116-040
PP 116-007 116-007 116-007 115-310
S1 115-243 115-243 115-296 115-210
S2 115-177 115-177 115-282
S3 115-027 115-093 115-269
S4 114-197 114-263 115-228
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 120-303 120-077 116-304
R3 119-053 118-147 116-147
R2 117-123 117-123 116-094
R1 116-217 116-217 116-042 117-010
PP 115-193 115-193 115-193 115-250
S1 114-287 114-287 115-258 115-080
S2 113-263 113-263 115-206
S3 112-013 113-037 115-153
S4 110-083 111-107 114-316
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-100 114-170 1-250 1.5% 0-138 0.4% 81% False False 3,011
10 116-100 113-280 2-140 2.1% 0-100 0.3% 86% False False 1,759
20 116-100 113-190 2-230 2.3% 0-058 0.2% 87% False False 920
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 118-088
2.618 117-163
1.618 117-013
1.000 116-240
0.618 116-183
HIGH 116-090
0.618 116-033
0.500 116-015
0.382 115-317
LOW 115-260
0.618 115-167
1.000 115-110
1.618 115-017
2.618 114-187
4.250 113-262
Fisher Pivots for day following 07-May-2010
Pivot 1 day 3 day
R1 116-015 115-277
PP 116-007 115-243
S1 115-318 115-210

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

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