ECBOT 5 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 25-May-2010
Day Change Summary
Previous Current
24-May-2010 25-May-2010 Change Change % Previous Week
Open 116-280 117-030 0-070 0.2% 116-100
High 117-060 117-220 0-160 0.4% 117-160
Low 116-260 117-010 0-070 0.2% 115-310
Close 116-290 117-020 0-050 0.1% 117-000
Range 0-120 0-210 0-090 75.0% 1-170
ATR 0-145 0-153 0-007 5.2% 0-000
Volume 57,400 159,156 101,756 177.3% 131,567
Daily Pivots for day following 25-May-2010
Classic Woodie Camarilla DeMark
R4 119-073 118-257 117-136
R3 118-183 118-047 117-078
R2 117-293 117-293 117-058
R1 117-157 117-157 117-039 117-120
PP 117-083 117-083 117-083 117-065
S1 116-267 116-267 117-001 116-230
S2 116-193 116-193 116-302
S3 115-303 116-057 116-282
S4 115-093 115-167 116-224
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
5 117-220 116-120 1-100 1.1% 0-188 0.5% 52% True False 63,546
10 117-220 115-140 2-080 1.9% 0-162 0.4% 72% True False 40,189
20 117-220 114-070 3-150 3.0% 0-140 0.4% 82% True False 21,745
40 117-220 112-250 4-290 4.2% 0-078 0.2% 87% True False 10,924
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 0-030
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-152
2.618 119-130
1.618 118-240
1.000 118-110
0.618 118-030
HIGH 117-220
0.618 117-140
0.500 117-115
0.382 117-090
LOW 117-010
0.618 116-200
1.000 116-120
1.618 115-310
2.618 115-100
4.250 114-078
Fisher Pivots for day following 25-May-2010
Pivot 1 day 3 day
R1 117-115 117-080
PP 117-083 117-060
S1 117-052 117-040

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

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