ECBOT 5 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 12-May-2010
Day Change Summary
Previous Current
11-May-2010 12-May-2010 Change Change % Previous Week
Open 115-290 115-180 -0-110 -0.3% 114-170
High 115-290 115-210 -0-080 -0.2% 116-100
Low 115-170 115-170 0-000 0.0% 114-170
Close 115-220 115-190 -0-030 -0.1% 115-310
Range 0-120 0-040 -0-080 -66.7% 1-250
ATR 0-121 0-116 -0-005 -4.2% 0-000
Volume 9,243 6,096 -3,147 -34.0% 15,055
Daily Pivots for day following 12-May-2010
Classic Woodie Camarilla DeMark
R4 115-310 115-290 115-212
R3 115-270 115-250 115-201
R2 115-230 115-230 115-197
R1 115-210 115-210 115-194 115-220
PP 115-190 115-190 115-190 115-195
S1 115-170 115-170 115-186 115-180
S2 115-150 115-150 115-183
S3 115-110 115-130 115-179
S4 115-070 115-090 115-168
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
5 116-100 115-020 1-080 1.1% 0-160 0.4% 43% False False 5,968
10 116-100 114-070 2-030 1.8% 0-112 0.3% 66% False False 3,803
20 116-100 113-190 2-230 2.4% 0-075 0.2% 74% False False 1,981
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-017
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 116-060
2.618 115-315
1.618 115-275
1.000 115-250
0.618 115-235
HIGH 115-210
0.618 115-195
0.500 115-190
0.382 115-185
LOW 115-170
0.618 115-145
1.000 115-130
1.618 115-105
2.618 115-065
4.250 115-000
Fisher Pivots for day following 12-May-2010
Pivot 1 day 3 day
R1 115-190 115-178
PP 115-190 115-167
S1 115-190 115-155

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

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