ECBOT 5 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 16-Jun-2010

Day Change Summary
	Previous	Current
	15-Jun-2010	16-Jun-2010	Change	Change %	Previous Week
Open	117-255	117-240	-0-015	0.0%	118-042
High	117-290	117-277	-0-013	0.0%	118-060
Low	117-185	117-222	0-037	0.1%	117-142
Close	117-207	117-240	0-033	0.1%	117-297
Range	0-105	0-055	-0-050	-47.6%	0-238
ATR	0-165	0-158	-0-007	-4.1%	0-000
Volume	12,077	8,125	-3,952	-32.7%	76,524

Daily Pivots for day following 16-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	118-091	118-061	117-270
R3	118-036	118-006	117-255
R2	117-301	117-301	117-250
R1	117-271	117-271	117-245	117-268
PP	117-246	117-246	117-246	117-245
S1	117-216	117-216	117-235	117-212
S2	117-191	117-191	117-230
S3	117-136	117-161	117-225
S4	117-081	117-106	117-210

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	117-297	117-142	0-155	0.4%	0-109	0.3%	63%	False	False	9,178
10	118-060	116-277	1-103	1.1%	0-126	0.3%	67%	False	False	22,679
20	118-155	116-277	1-198	1.4%	0-157	0.4%	55%	False	False	368,727
40	118-155	114-235	3-240	3.2%	0-173	0.5%	80%	False	False	459,573
60	118-155	113-280	4-195	3.9%	0-155	0.4%	84%	False	False	450,931
80	118-155	113-280	4-195	3.9%	0-145	0.4%	84%	False	False	438,313
100	118-155	113-280	4-195	3.9%	0-128	0.3%	84%	False	False	352,211

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-022
Narrowest range in 85 trading days

Fibonacci Retracements and Extensions
4.250	118-191
2.618	118-101
1.618	118-046
1.000	118-012
0.618	117-311
HIGH	117-277
0.618	117-256
0.500	117-250
0.382	117-243
LOW	117-222
0.618	117-188
1.000	117-167
1.618	117-133
2.618	117-078
4.250	116-308

Fisher Pivots for day following 16-Jun-2010
Pivot	1 day	3 day
R1	117-250	117-234
PP	117-246	117-227
S1	117-243	117-221

Download as Excel Spreadsheet

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

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