ECBOT 5 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 09-Apr-2010

Day Change Summary
	Previous	Current
	08-Apr-2010	09-Apr-2010	Change	Change %	Previous Week
Open	114-200	114-162	-0-038	-0.1%	114-077
High	114-250	114-187	-0-063	-0.2%	114-250
Low	114-150	114-100	-0-050	-0.1%	113-280
Close	114-165	114-160	-0-005	0.0%	114-160
Range	0-100	0-087	-0-013	-13.0%	0-290
ATR	0-120	0-118	-0-002	-2.0%	0-000
Volume	509,786	453,479	-56,307	-11.0%	1,987,432

Daily Pivots for day following 09-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	115-090	115-052	114-208
R3	115-003	114-285	114-184
R2	114-236	114-236	114-176
R1	114-198	114-198	114-168	114-174
PP	114-149	114-149	114-149	114-137
S1	114-111	114-111	114-152	114-086
S2	114-062	114-062	114-144
S3	113-295	114-024	114-136
S4	113-208	113-257	114-112

Weekly Pivots for week ending 09-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	117-033	116-227	115-000
R3	116-063	115-257	114-240
R2	115-093	115-093	114-213
R1	114-287	114-287	114-187	115-030
PP	114-123	114-123	114-123	114-155
S1	113-317	113-317	114-133	114-060
S2	113-153	113-153	114-107
S3	112-183	113-027	114-080
S4	111-213	112-057	114-000

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114-250	113-280	0-290	0.8%	0-114	0.3%	69%	False	False	397,486
10	114-282	113-280	1-002	0.9%	0-104	0.3%	62%	False	False	418,146
20	115-220	113-280	1-260	1.6%	0-114	0.3%	34%	False	False	432,106
40	116-047	113-280	2-087	2.0%	0-111	0.3%	28%	False	False	345,466

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	0-027
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	115-237
2.618	115-095
1.618	115-008
1.000	114-274
0.618	114-241
HIGH	114-187
0.618	114-154
0.500	114-144
0.382	114-133
LOW	114-100
0.618	114-046
1.000	114-013
1.618	113-279
2.618	113-192
4.250	113-050

Fisher Pivots for day following 09-Apr-2010
Pivot	1 day	3 day
R1	114-154	114-157
PP	114-149	114-153
S1	114-144	114-150

Download as Excel Spreadsheet

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

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