ECBOT 5 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 21-May-2010
Day Change Summary
Previous Current
20-May-2010 21-May-2010 Change Change % Previous Week
Open 116-130 117-010 0-200 0.5% 116-100
High 117-060 117-160 0-100 0.3% 117-160
Low 116-120 116-270 0-150 0.4% 115-310
Close 116-280 117-000 0-040 0.1% 117-000
Range 0-260 0-210 -0-050 -19.2% 1-170
ATR 0-142 0-147 0-005 3.4% 0-000
Volume 29,711 52,114 22,403 75.4% 131,567
Daily Pivots for day following 21-May-2010
Classic Woodie Camarilla DeMark
R4 119-027 118-223 117-116
R3 118-137 118-013 117-058
R2 117-247 117-247 117-038
R1 117-123 117-123 117-019 117-080
PP 117-037 117-037 117-037 117-015
S1 116-233 116-233 116-301 116-190
S2 116-147 116-147 116-282
S3 115-257 116-023 116-262
S4 115-047 115-133 116-204
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 121-133 120-237 117-270
R3 119-283 119-067 117-135
R2 118-113 118-113 117-090
R1 117-217 117-217 117-045 118-005
PP 116-263 116-263 116-263 116-318
S1 116-047 116-047 116-275 116-155
S2 115-093 115-093 116-230
S3 113-243 114-197 116-185
S4 112-073 113-027 116-050
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-160 115-310 1-170 1.3% 0-192 0.5% 67% True False 26,313
10 117-160 115-020 2-140 2.1% 0-163 0.4% 79% True False 20,092
20 117-160 113-280 3-200 3.1% 0-132 0.4% 86% True False 10,925
40 117-160 112-250 4-230 4.0% 0-070 0.2% 89% True False 5,510
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 0-033
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-092
2.618 119-070
1.618 118-180
1.000 118-050
0.618 117-290
HIGH 117-160
0.618 117-080
0.500 117-055
0.382 117-030
LOW 116-270
0.618 116-140
1.000 116-060
1.618 115-250
2.618 115-040
4.250 114-018
Fisher Pivots for day following 21-May-2010
Pivot 1 day 3 day
R1 117-055 116-313
PP 117-037 116-307
S1 117-018 116-300

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

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