ECBOT 5 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 06-Apr-2010

Day Change Summary
	Previous	Current
	05-Apr-2010	06-Apr-2010	Change	Change %	Previous Week
Open	114-077	113-310	-0-087	-0.2%	114-210
High	114-102	114-075	-0-027	-0.1%	114-282
Low	113-280	113-310	0-030	0.1%	114-155
Close	113-302	114-035	0-053	0.1%	114-232
Range	0-142	0-085	-0-057	-40.1%	0-127
ATR	0-120	0-118	-0-002	-1.6%	0-000
Volume	173,653	374,183	200,530	115.5%	1,569,877

Daily Pivots for day following 06-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	114-288	114-247	114-082
R3	114-203	114-162	114-058
R2	114-118	114-118	114-051
R1	114-077	114-077	114-043	114-098
PP	114-033	114-033	114-033	114-044
S1	113-312	113-312	114-027	114-012
S2	113-268	113-268	114-019
S3	113-183	113-227	114-012
S4	113-098	113-142	113-308

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%	23%	False	False	343,994
10	115-150	113-280	1-190	1.4%	0-119	0.3%	15%	False	False	422,755
20	115-240	113-280	1-280	1.6%	0-111	0.3%	13%	False	False	413,660
40	116-047	113-280	2-087	2.0%	0-109	0.3%	10%	False	False	309,536

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

Fibonacci Retracements and Extensions
4.250	115-116
2.618	114-298
1.618	114-213
1.000	114-160
0.618	114-128
HIGH	114-075
0.618	114-043
0.500	114-032
0.382	114-022
LOW	113-310
0.618	113-257
1.000	113-225
1.618	113-172
2.618	113-087
4.250	112-269

Fisher Pivots for day following 06-Apr-2010
Pivot	1 day	3 day
R1	114-034	114-121
PP	114-033	114-092
S1	114-032	114-064

Download as Excel Spreadsheet

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

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