ECBOT 5 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 23-Mar-2010
Day Change Summary
Previous Current
22-Mar-2010 23-Mar-2010 Change Change % Previous Week
Open 115-017 115-100 0-083 0.2% 115-097
High 115-120 115-150 0-030 0.1% 115-220
Low 115-015 115-082 0-067 0.2% 115-015
Close 115-095 115-100 0-005 0.0% 115-030
Range 0-105 0-068 -0-037 -35.2% 0-205
ATR 0-102 0-100 -0-002 -2.4% 0-000
Volume 399,855 353,261 -46,594 -11.7% 2,115,550
Daily Pivots for day following 23-Mar-2010
Classic Woodie Camarilla DeMark
R4 115-315 115-275 115-137
R3 115-247 115-207 115-119
R2 115-179 115-179 115-112
R1 115-139 115-139 115-106 115-134
PP 115-111 115-111 115-111 115-108
S1 115-071 115-071 115-094 115-066
S2 115-043 115-043 115-088
S3 114-295 115-003 115-081
S4 114-227 114-255 115-063
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 117-063 116-252 115-143
R3 116-178 116-047 115-086
R2 115-293 115-293 115-068
R1 115-162 115-162 115-049 115-125
PP 115-088 115-088 115-088 115-070
S1 114-277 114-277 115-011 114-240
S2 114-203 114-203 114-312
S3 113-318 114-072 114-294
S4 113-113 113-187 114-237
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-202 115-015 0-187 0.5% 0-089 0.2% 45% False False 397,305
10 115-225 114-285 0-260 0.7% 0-101 0.3% 52% False False 411,506
20 116-047 114-285 1-082 1.1% 0-108 0.3% 34% False False 412,093
40 116-047 114-200 1-167 1.3% 0-089 0.2% 45% False False 212,962
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
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
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 116-119
2.618 116-008
1.618 115-260
1.000 115-218
0.618 115-192
HIGH 115-150
0.618 115-124
0.500 115-116
0.382 115-108
LOW 115-082
0.618 115-040
1.000 115-014
1.618 114-292
2.618 114-224
4.250 114-113
Fisher Pivots for day following 23-Mar-2010
Pivot 1 day 3 day
R1 115-116 115-094
PP 115-111 115-088
S1 115-105 115-082

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

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