ECBOT 5 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 01-Apr-2010
Day Change Summary
Previous Current
31-Mar-2010 01-Apr-2010 Change Change % Previous Week
Open 114-197 114-262 0-065 0.2% 115-017
High 114-282 114-282 0-000 0.0% 115-150
Low 114-170 114-205 0-035 0.1% 114-072
Close 114-270 114-232 -0-038 -0.1% 114-212
Range 0-112 0-077 -0-035 -31.3% 1-078
ATR 0-110 0-108 -0-002 -2.2% 0-000
Volume 377,598 496,586 118,988 31.5% 2,509,695
Daily Pivots for day following 01-Apr-2010
Classic Woodie Camarilla DeMark
R4 115-151 115-108 114-274
R3 115-074 115-031 114-253
R2 114-317 114-317 114-246
R1 114-274 114-274 114-239 114-257
PP 114-240 114-240 114-240 114-231
S1 114-197 114-197 114-225 114-180
S2 114-163 114-163 114-218
S3 114-086 114-120 114-211
S4 114-009 114-043 114-190
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
5 114-282 114-110 0-172 0.5% 0-094 0.3% 71% True False 438,807
10 115-150 114-072 1-078 1.1% 0-116 0.3% 40% False False 451,270
20 115-317 114-072 1-245 1.5% 0-111 0.3% 28% False False 438,365
40 116-047 114-072 1-295 1.7% 0-107 0.3% 26% False False 295,966
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115-289
2.618 115-164
1.618 115-087
1.000 115-039
0.618 115-010
HIGH 114-282
0.618 114-253
0.500 114-244
0.382 114-234
LOW 114-205
0.618 114-157
1.000 114-128
1.618 114-080
2.618 114-003
4.250 113-198
Fisher Pivots for day following 01-Apr-2010
Pivot 1 day 3 day
R1 114-244 114-228
PP 114-240 114-223
S1 114-236 114-218

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

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