ECBOT 5 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 05-Mar-2010
Day Change Summary
Previous Current
04-Mar-2010 05-Mar-2010 Change Change % Previous Week
Open 115-317 115-300 -0-017 0.0% 115-250
High 116-047 115-317 -0-050 -0.1% 116-047
Low 115-235 115-150 -0-085 -0.2% 115-150
Close 115-295 115-200 -0-095 -0.3% 115-200
Range 0-132 0-167 0-035 26.5% 0-217
ATR 0-100 0-105 0-005 4.8% 0-000
Volume 366,359 477,886 111,527 30.4% 1,946,397
Daily Pivots for day following 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 117-083 116-309 115-292
R3 116-236 116-142 115-246
R2 116-069 116-069 115-231
R1 115-295 115-295 115-215 115-258
PP 115-222 115-222 115-222 115-204
S1 115-128 115-128 115-185 115-092
S2 115-055 115-055 115-169
S3 114-208 114-281 115-154
S4 114-041 114-114 115-108
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 117-250 117-122 115-319
R3 117-033 116-225 115-260
R2 116-136 116-136 115-240
R1 116-008 116-008 115-220 115-284
PP 115-239 115-239 115-239 115-217
S1 115-111 115-111 115-180 115-066
S2 115-022 115-022 115-160
S3 114-125 114-214 115-140
S4 113-228 113-317 115-081
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-047 115-150 0-217 0.6% 0-110 0.3% 23% False True 389,279
10 116-047 114-250 1-117 1.2% 0-123 0.3% 62% False False 346,596
20 116-047 114-200 1-167 1.3% 0-105 0.3% 66% False False 177,281
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-024
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 118-067
2.618 117-114
1.618 116-267
1.000 116-164
0.618 116-100
HIGH 115-317
0.618 115-253
0.500 115-234
0.382 115-214
LOW 115-150
0.618 115-047
1.000 114-303
1.618 114-200
2.618 114-033
4.250 113-080
Fisher Pivots for day following 05-Mar-2010
Pivot 1 day 3 day
R1 115-234 115-258
PP 115-222 115-239
S1 115-211 115-220

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

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