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

Download as Excel Spreadsheet

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

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