ECBOT 5 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 19-May-2010
Day Change Summary
Previous Current
18-May-2010 19-May-2010 Change Change % Previous Week
Open 116-040 116-250 0-210 0.6% 115-170
High 116-190 116-270 0-080 0.2% 116-150
Low 115-310 116-130 0-140 0.4% 115-020
Close 116-180 116-150 -0-030 -0.1% 116-100
Range 0-200 0-140 -0-060 -30.0% 1-130
ATR 0-133 0-133 0-001 0.4% 0-000
Volume 7,076 19,349 12,273 173.4% 69,354
Daily Pivots for day following 19-May-2010
Classic Woodie Camarilla DeMark
R4 117-283 117-197 116-227
R3 117-143 117-057 116-188
R2 117-003 117-003 116-176
R1 116-237 116-237 116-163 116-210
PP 116-183 116-183 116-183 116-170
S1 116-097 116-097 116-137 116-070
S2 116-043 116-043 116-124
S3 115-223 115-277 116-112
S4 115-083 115-137 116-073
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 120-053 119-207 117-028
R3 118-243 118-077 116-224
R2 117-113 117-113 116-182
R1 116-267 116-267 116-141 117-030
PP 115-303 115-303 115-303 116-025
S1 115-137 115-137 116-059 115-220
S2 114-173 114-173 116-018
S3 113-043 114-007 115-296
S4 111-233 112-197 115-172
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-270 115-140 1-130 1.2% 0-156 0.4% 73% True False 19,483
10 116-270 115-020 1-250 1.5% 0-158 0.4% 79% True False 12,725
20 116-270 113-240 3-030 2.7% 0-108 0.3% 88% True False 6,837
40 116-270 112-250 4-020 3.5% 0-058 0.2% 91% True False 3,465
Crabel Price Patterns
NR True
NR4 True
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 True
Stretch 0-032
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 118-225
2.618 117-317
1.618 117-177
1.000 117-090
0.618 117-037
HIGH 116-270
0.618 116-217
0.500 116-200
0.382 116-183
LOW 116-130
0.618 116-043
1.000 115-310
1.618 115-223
2.618 115-083
4.250 114-175
Fisher Pivots for day following 19-May-2010
Pivot 1 day 3 day
R1 116-200 116-143
PP 116-183 116-137
S1 116-167 116-130

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

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