ECBOT 5 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 11-Jun-2010

Day Change Summary
	Previous	Current
	10-Jun-2010	11-Jun-2010	Change	Change %	Previous Week
Open	117-282	117-155	-0-127	-0.3%	118-042
High	117-282	117-297	0-015	0.0%	118-060
Low	117-142	117-155	0-013	0.0%	117-142
Close	117-147	117-297	0-150	0.4%	117-297
Range	0-140	0-142	0-002	1.4%	0-238
ATR	0-173	0-171	-0-002	-0.9%	0-000
Volume	8,213	5,620	-2,593	-31.6%	76,524

Daily Pivots for day following 11-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	119-036	118-308	118-055
R3	118-214	118-166	118-016
R2	118-072	118-072	118-003
R1	118-024	118-024	117-310	118-048
PP	117-250	117-250	117-250	117-262
S1	117-202	117-202	117-284	117-226
S2	117-108	117-108	117-271
S3	116-286	117-060	117-258
S4	116-144	116-238	117-219

Weekly Pivots for week ending 11-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	120-027	119-240	118-108
R3	119-109	119-002	118-042
R2	118-191	118-191	118-021
R1	118-084	118-084	117-319	118-018
PP	117-273	117-273	117-273	117-240
S1	117-166	117-166	117-275	117-100
S2	117-035	117-035	117-253
S3	116-117	116-248	117-232
S4	115-199	116-010	117-166

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-060	117-142	0-238	0.6%	0-116	0.3%	65%	False	False	15,304
10	118-060	116-277	1-103	1.1%	0-148	0.4%	80%	False	False	134,191
20	118-155	116-207	1-268	1.6%	0-175	0.5%	70%	False	False	450,371
40	118-155	114-235	3-240	3.2%	0-177	0.5%	85%	False	False	493,214
60	118-155	113-280	4-195	3.9%	0-156	0.4%	88%	False	False	470,127
80	118-155	113-280	4-195	3.9%	0-146	0.4%	88%	False	False	439,411
100	118-155	113-280	4-195	3.9%	0-125	0.3%	88%	False	False	351,890

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-018
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	119-260
2.618	119-029
1.618	118-207
1.000	118-119
0.618	118-065
HIGH	117-297
0.618	117-243
0.500	117-226
0.382	117-209
LOW	117-155
0.618	117-067
1.000	117-013
1.618	116-245
2.618	116-103
4.250	115-192

Fisher Pivots for day following 11-Jun-2010
Pivot	1 day	3 day
R1	117-273	117-279
PP	117-250	117-260
S1	117-226	117-242

Download as Excel Spreadsheet

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

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