ECBOT 5 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 05-Apr-2010

Day Change Summary
	Previous	Current
	01-Apr-2010	05-Apr-2010	Change	Change %	Previous Week
Open	114-262	114-077	-0-185	-0.5%	114-210
High	114-282	114-102	-0-180	-0.5%	114-282
Low	114-205	113-280	-0-245	-0.7%	114-155
Close	114-232	113-302	-0-250	-0.7%	114-232
Range	0-077	0-142	0-065	84.4%	0-127
ATR	0-108	0-120	0-012	10.8%	0-000
Volume	496,586	173,653	-322,933	-65.0%	1,569,877

Daily Pivots for day following 05-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	115-121	115-033	114-060
R3	114-299	114-211	114-021
R2	114-157	114-157	114-008
R1	114-069	114-069	113-315	114-042
PP	114-015	114-015	114-015	114-001
S1	113-247	113-247	113-289	113-220
S2	113-193	113-193	113-276
S3	113-051	113-105	113-263
S4	112-229	112-283	113-224

Weekly Pivots for week ending 02-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	115-284	115-225	114-302
R3	115-157	115-098	114-267
R2	115-030	115-030	114-255
R1	114-291	114-291	114-244	115-000
PP	114-223	114-223	114-223	114-238
S1	114-164	114-164	114-220	114-194
S2	114-096	114-096	114-209
S3	113-289	114-037	114-197
S4	113-162	113-230	114-162

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114-282	113-280	1-002	0.9%	0-098	0.3%	7%	False	True	348,706
10	115-150	113-280	1-190	1.4%	0-121	0.3%	4%	False	True	425,322
20	115-240	113-280	1-280	1.6%	0-110	0.3%	4%	False	True	423,153
40	116-047	113-280	2-087	2.0%	0-108	0.3%	3%	False	True	300,217

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-026
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	116-066
2.618	115-154
1.618	115-012
1.000	114-244
0.618	114-190
HIGH	114-102
0.618	114-048
0.500	114-031
0.382	114-014
LOW	113-280
0.618	113-192
1.000	113-138
1.618	113-050
2.618	112-228
4.250	111-316

Fisher Pivots for day following 05-Apr-2010
Pivot	1 day	3 day
R1	114-031	114-121
PP	114-015	114-075
S1	113-318	114-028

Download as Excel Spreadsheet

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

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