ECBOT 5 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 28-May-2010
Day Change Summary
Previous Current
27-May-2010 28-May-2010 Change Change % Previous Week
Open 116-280 116-070 -0-210 -0.6% 116-280
High 116-290 116-240 -0-050 -0.1% 117-220
Low 116-040 116-060 0-020 0.1% 116-040
Close 116-080 116-220 0-140 0.4% 116-220
Range 0-250 0-180 -0-070 -28.0% 1-180
ATR 0-164 0-165 0-001 0.7% 0-000
Volume 606,864 469,366 -137,498 -22.7% 1,652,824
Daily Pivots for day following 28-May-2010
Classic Woodie Camarilla DeMark
R4 118-073 118-007 116-319
R3 117-213 117-147 116-270
R2 117-033 117-033 116-253
R1 116-287 116-287 116-236 117-000
PP 116-173 116-173 116-173 116-190
S1 116-107 116-107 116-204 116-140
S2 115-313 115-313 116-187
S3 115-133 115-247 116-170
S4 114-273 115-067 116-121
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 121-167 120-213 117-175
R3 119-307 119-033 117-038
R2 118-127 118-127 116-312
R1 117-173 117-173 116-266 117-060
PP 116-267 116-267 116-267 116-210
S1 115-313 115-313 116-174 115-200
S2 115-087 115-087 116-128
S3 113-227 114-133 116-082
S4 112-047 112-273 115-265
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-220 116-040 1-180 1.3% 0-196 0.5% 36% False False 330,564
10 117-220 115-310 1-230 1.5% 0-194 0.5% 42% False False 178,439
20 117-220 114-170 3-050 2.7% 0-165 0.4% 68% False False 93,440
40 117-220 112-250 4-290 4.2% 0-094 0.3% 80% False False 46,830
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-031
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 119-045
2.618 118-071
1.618 117-211
1.000 117-100
0.618 117-031
HIGH 116-240
0.618 116-171
0.500 116-150
0.382 116-129
LOW 116-060
0.618 115-269
1.000 115-200
1.618 115-089
2.618 114-229
4.250 113-255
Fisher Pivots for day following 28-May-2010
Pivot 1 day 3 day
R1 116-197 116-213
PP 116-173 116-207
S1 116-150 116-200

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

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