ECBOT 5 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 15-Mar-2010
Day Change Summary
Previous Current
12-Mar-2010 15-Mar-2010 Change Change % Previous Week
Open 115-082 115-097 0-015 0.0% 115-210
High 115-132 115-127 -0-005 0.0% 115-240
Low 114-285 115-060 0-095 0.3% 114-285
Close 115-080 115-105 0-025 0.1% 115-080
Range 0-167 0-067 -0-100 -59.9% 0-275
ATR 0-105 0-102 -0-003 -2.6% 0-000
Volume 459,579 585,668 126,089 27.4% 2,094,301
Daily Pivots for day following 15-Mar-2010
Classic Woodie Camarilla DeMark
R4 115-298 115-269 115-142
R3 115-231 115-202 115-123
R2 115-164 115-164 115-117
R1 115-135 115-135 115-111 115-150
PP 115-097 115-097 115-097 115-105
S1 115-068 115-068 115-099 115-082
S2 115-030 115-030 115-093
S3 114-283 115-001 115-087
S4 114-216 114-254 115-068
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 117-280 117-135 115-231
R3 117-005 116-180 115-156
R2 116-050 116-050 115-130
R1 115-225 115-225 115-105 115-160
PP 115-095 115-095 115-095 115-062
S1 114-270 114-270 115-055 114-205
S2 114-140 114-140 115-030
S3 113-185 113-315 115-004
S4 112-230 113-040 114-249
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-240 114-285 0-275 0.7% 0-101 0.3% 51% False False 423,182
10 116-047 114-285 1-082 1.1% 0-104 0.3% 35% False False 421,301
20 116-047 114-200 1-167 1.3% 0-116 0.3% 46% False False 310,672
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-023
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 116-092
2.618 115-302
1.618 115-235
1.000 115-194
0.618 115-168
HIGH 115-127
0.618 115-101
0.500 115-094
0.382 115-086
LOW 115-060
0.618 115-019
1.000 114-313
1.618 114-272
2.618 114-205
4.250 114-095
Fisher Pivots for day following 15-Mar-2010
Pivot 1 day 3 day
R1 115-101 115-090
PP 115-097 115-075
S1 115-094 115-060

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

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