ECBOT 5 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 13-Apr-2010

Day Change Summary
	Previous	Current
	12-Apr-2010	13-Apr-2010	Change	Change %	Previous Week
Open	114-122	114-242	0-120	0.3%	114-077
High	114-265	114-317	0-052	0.1%	114-250
Low	114-100	114-217	0-117	0.3%	113-280
Close	114-237	114-277	0-040	0.1%	114-160
Range	0-165	0-100	-0-065	-39.4%	0-290
ATR	0-121	0-120	-0-002	-1.2%	0-000
Volume	331,319	396,741	65,422	19.7%	1,987,432

Daily Pivots for day following 13-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	115-250	115-204	115-012
R3	115-150	115-104	114-304
R2	115-050	115-050	114-295
R1	115-004	115-004	114-286	115-027
PP	114-270	114-270	114-270	114-282
S1	114-224	114-224	114-268	114-247
S2	114-170	114-170	114-259
S3	114-070	114-124	114-250
S4	113-290	114-024	114-222

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	114-317	114-050	0-267	0.7%	0-122	0.3%	85%	True	False	433,531
10	114-317	113-280	1-037	1.0%	0-110	0.3%	89%	True	False	388,762
20	115-220	113-280	1-260	1.6%	0-116	0.3%	55%	False	False	416,247
40	116-047	113-280	2-087	2.0%	0-116	0.3%	44%	False	False	363,459

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	0-022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	116-102
2.618	115-259
1.618	115-159
1.000	115-097
0.618	115-059
HIGH	114-317
0.618	114-279
0.500	114-267
0.382	114-255
LOW	114-217
0.618	114-155
1.000	114-117
1.618	114-055
2.618	113-275
4.250	113-112

Fisher Pivots for day following 13-Apr-2010
Pivot	1 day	3 day
R1	114-274	114-254
PP	114-270	114-231
S1	114-267	114-208

Download as Excel Spreadsheet

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

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