ECBOT 5 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 07-Apr-2010

Day Change Summary
	Previous	Current
	06-Apr-2010	07-Apr-2010	Change	Change %	Previous Week
Open	113-310	114-057	0-067	0.2%	114-210
High	114-075	114-207	0-132	0.4%	114-282
Low	113-310	114-050	0-060	0.2%	114-155
Close	114-035	114-192	0-157	0.4%	114-232
Range	0-085	0-157	0-072	84.7%	0-127
ATR	0-118	0-122	0-004	3.3%	0-000
Volume	374,183	476,331	102,148	27.3%	1,569,877

Daily Pivots for day following 07-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	115-301	115-243	114-278
R3	115-144	115-086	114-235
R2	114-307	114-307	114-221
R1	114-249	114-249	114-206	114-278
PP	114-150	114-150	114-150	114-164
S1	114-092	114-092	114-178	114-121
S2	113-313	113-313	114-163
S3	113-156	113-255	114-149
S4	112-319	113-098	114-106

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%	0-115	0.3%	72%	False	False	379,670
10	115-102	113-280	1-142	1.3%	0-128	0.3%	50%	False	False	435,062
20	115-225	113-280	1-265	1.6%	0-114	0.3%	40%	False	False	423,284
40	116-047	113-280	2-087	2.0%	0-111	0.3%	32%	False	False	321,438

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	0-025
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	116-234
2.618	115-298
1.618	115-141
1.000	115-044
0.618	114-304
HIGH	114-207
0.618	114-147
0.500	114-128
0.382	114-110
LOW	114-050
0.618	113-273
1.000	113-213
1.618	113-116
2.618	112-279
4.250	112-023

Fisher Pivots for day following 07-Apr-2010
Pivot	1 day	3 day
R1	114-171	114-156
PP	114-150	114-120
S1	114-128	114-084

Download as Excel Spreadsheet

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

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