ECBOT 5 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 31-Mar-2010
Day Change Summary
Previous Current
30-Mar-2010 31-Mar-2010 Change Change % Previous Week
Open 114-207 114-197 -0-010 0.0% 115-017
High 114-230 114-282 0-052 0.1% 115-150
Low 114-155 114-170 0-015 0.0% 114-072
Close 114-197 114-270 0-073 0.2% 114-212
Range 0-075 0-112 0-037 49.3% 1-078
ATR 0-110 0-110 0-000 0.1% 0-000
Volume 297,951 377,598 79,647 26.7% 2,509,695
Daily Pivots for day following 31-Mar-2010
Classic Woodie Camarilla DeMark
R4 115-257 115-215 115-012
R3 115-145 115-103 114-301
R2 115-033 115-033 114-291
R1 114-311 114-311 114-280 115-012
PP 114-241 114-241 114-241 114-251
S1 114-199 114-199 114-260 114-220
S2 114-129 114-129 114-249
S3 114-017 114-087 114-239
S4 113-225 113-295 114-208
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
5 114-282 114-072 0-210 0.6% 0-105 0.3% 94% True False 502,399
10 115-197 114-072 1-125 1.2% 0-120 0.3% 44% False False 436,697
20 116-047 114-072 1-295 1.7% 0-114 0.3% 32% False False 431,854
40 116-047 114-072 1-295 1.7% 0-105 0.3% 32% False False 283,601
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 116-118
2.618 115-255
1.618 115-143
1.000 115-074
0.618 115-031
HIGH 114-282
0.618 114-239
0.500 114-226
0.382 114-213
LOW 114-170
0.618 114-101
1.000 114-058
1.618 113-309
2.618 113-197
4.250 113-014
Fisher Pivots for day following 31-Mar-2010
Pivot 1 day 3 day
R1 114-255 114-253
PP 114-241 114-236
S1 114-226 114-218

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

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