ECBOT 5 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 08-Apr-2010

Day Change Summary
	Previous	Current
	07-Apr-2010	08-Apr-2010	Change	Change %	Previous Week
Open	114-057	114-200	0-143	0.4%	114-210
High	114-207	114-250	0-043	0.1%	114-282
Low	114-050	114-150	0-100	0.3%	114-155
Close	114-192	114-165	-0-027	-0.1%	114-232
Range	0-157	0-100	-0-057	-36.3%	0-127
ATR	0-122	0-120	-0-002	-1.3%	0-000
Volume	476,331	509,786	33,455	7.0%	1,569,877

Daily Pivots for day following 08-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	115-168	115-107	114-220
R3	115-068	115-007	114-192
R2	114-288	114-288	114-183
R1	114-227	114-227	114-174	114-208
PP	114-188	114-188	114-188	114-179
S1	114-127	114-127	114-156	114-108
S2	114-088	114-088	114-147
S3	113-308	114-027	114-138
S4	113-208	113-247	114-110

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%	0-112	0.3%	64%	False	False	406,107
10	114-282	113-280	1-002	0.9%	0-109	0.3%	64%	False	False	454,253
20	115-220	113-280	1-260	1.6%	0-114	0.3%	35%	False	False	431,177
40	116-047	113-280	2-087	2.0%	0-111	0.3%	28%	False	False	334,157

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-029
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	116-035
2.618	115-192
1.618	115-092
1.000	115-030
0.618	114-312
HIGH	114-250
0.618	114-212
0.500	114-200
0.382	114-188
LOW	114-150
0.618	114-088
1.000	114-050
1.618	113-308
2.618	113-208
4.250	113-045

Fisher Pivots for day following 08-Apr-2010
Pivot	1 day	3 day
R1	114-200	114-150
PP	114-188	114-135
S1	114-177	114-120

Download as Excel Spreadsheet

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

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