ECBOT 5 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 30-Mar-2010

Day Change Summary
	Previous	Current
	29-Mar-2010	30-Mar-2010	Change	Change %	Previous Week
Open	114-210	114-207	-0-003	0.0%	115-017
High	114-247	114-230	-0-017	0.0%	115-150
Low	114-162	114-155	-0-007	0.0%	114-072
Close	114-212	114-197	-0-015	0.0%	114-212
Range	0-085	0-075	-0-010	-11.8%	1-078
ATR	0-113	0-110	-0-003	-2.4%	0-000
Volume	397,742	297,951	-99,791	-25.1%	2,509,695

Daily Pivots for day following 30-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	115-099	115-063	114-238
R3	115-024	114-308	114-218
R2	114-269	114-269	114-211
R1	114-233	114-233	114-204	114-214
PP	114-194	114-194	114-194	114-184
S1	114-158	114-158	114-190	114-138
S2	114-119	114-119	114-183
S3	114-044	114-083	114-176
S4	113-289	114-008	114-156

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	115-102	114-072	1-030	1.0%	0-140	0.4%	36%	False	False	490,454
10	115-202	114-072	1-130	1.2%	0-115	0.3%	28%	False	False	443,880
20	116-047	114-072	1-295	1.7%	0-112	0.3%	20%	False	False	429,648
40	116-047	114-072	1-295	1.7%	0-103	0.3%	20%	False	False	274,164

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-027
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	115-229
2.618	115-106
1.618	115-031
1.000	114-305
0.618	114-276
HIGH	114-230
0.618	114-201
0.500	114-192
0.382	114-184
LOW	114-155
0.618	114-109
1.000	114-080
1.618	114-034
2.618	113-279
4.250	113-156

Fisher Pivots for day following 30-Mar-2010
Pivot	1 day	3 day
R1	114-196	114-191
PP	114-194	114-185
S1	114-192	114-178

Download as Excel Spreadsheet

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

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