ECBOT 5 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 29-Mar-2010

Day Change Summary
	Previous	Current
	26-Mar-2010	29-Mar-2010	Change	Change %	Previous Week
Open	114-165	114-210	0-045	0.1%	115-017
High	114-230	114-247	0-017	0.0%	115-150
Low	114-110	114-162	0-052	0.1%	114-072
Close	114-212	114-212	0-000	0.0%	114-212
Range	0-120	0-085	-0-035	-29.2%	1-078
ATR	0-115	0-113	-0-002	-1.9%	0-000
Volume	624,158	397,742	-226,416	-36.3%	2,509,695

Daily Pivots for day following 29-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	115-142	115-102	114-259
R3	115-057	115-017	114-235
R2	114-292	114-292	114-228
R1	114-252	114-252	114-220	114-272
PP	114-207	114-207	114-207	114-217
S1	114-167	114-167	114-204	114-187
S2	114-122	114-122	114-196
S3	114-037	114-082	114-189
S4	113-272	113-317	114-165

Weekly Pivots for week ending 26-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	118-165	117-267	115-111
R3	117-087	116-189	115-001
R2	116-009	116-009	114-285
R1	115-111	115-111	114-248	115-021
PP	114-251	114-251	114-251	114-206
S1	114-033	114-033	114-176	113-263
S2	113-173	113-173	114-139
S3	112-095	112-275	114-103
S4	111-017	111-197	113-313

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-150	114-072	1-078	1.1%	0-139	0.4%	35%	False	False	501,516
10	115-220	114-072	1-148	1.3%	0-122	0.3%	30%	False	False	443,731
20	116-047	114-072	1-295	1.7%	0-113	0.3%	23%	False	False	432,516
40	116-047	114-072	1-295	1.7%	0-101	0.3%	23%	False	False	266,717

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	0-028
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	115-288
2.618	115-150
1.618	115-065
1.000	115-012
0.618	114-300
HIGH	114-247
0.618	114-215
0.500	114-204
0.382	114-194
LOW	114-162
0.618	114-109
1.000	114-077
1.618	114-024
2.618	113-259
4.250	113-121

Fisher Pivots for day following 29-Mar-2010
Pivot	1 day	3 day
R1	114-210	114-194
PP	114-207	114-177
S1	114-204	114-160

Download as Excel Spreadsheet

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

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