ECBOT 5 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 26-May-2010
Day Change Summary
Previous Current
25-May-2010 26-May-2010 Change Change % Previous Week
Open 117-030 116-310 -0-040 -0.1% 116-100
High 117-220 117-040 -0-180 -0.5% 117-160
Low 117-010 116-140 -0-190 -0.5% 115-310
Close 117-020 116-220 -0-120 -0.3% 117-000
Range 0-210 0-220 0-010 4.8% 1-170
ATR 0-153 0-157 0-005 3.2% 0-000
Volume 159,156 360,038 200,882 126.2% 131,567
Daily Pivots for day following 26-May-2010
Classic Woodie Camarilla DeMark
R4 118-260 118-140 117-021
R3 118-040 117-240 116-280
R2 117-140 117-140 116-260
R1 117-020 117-020 116-240 116-290
PP 116-240 116-240 116-240 116-215
S1 116-120 116-120 116-200 116-070
S2 116-020 116-020 116-180
S3 115-120 115-220 116-160
S4 114-220 115-000 116-099
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% 0-204 0.5% 24% False False 131,683
10 117-220 115-140 2-080 1.9% 0-180 0.5% 56% False False 75,583
20 117-220 114-070 3-150 3.0% 0-146 0.4% 71% False False 39,693
40 117-220 112-250 4-290 4.2% 0-083 0.2% 80% False False 19,924
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-034
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 120-015
2.618 118-296
1.618 118-076
1.000 117-260
0.618 117-176
HIGH 117-040
0.618 116-276
0.500 116-250
0.382 116-224
LOW 116-140
0.618 116-004
1.000 115-240
1.618 115-104
2.618 114-204
4.250 113-165
Fisher Pivots for day following 26-May-2010
Pivot 1 day 3 day
R1 116-250 117-020
PP 116-240 116-300
S1 116-230 116-260

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

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