ECBOT 5 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 24-May-2010
Day Change Summary
Previous Current
21-May-2010 24-May-2010 Change Change % Previous Week
Open 117-292 117-225 -0-067 -0.2% 117-047
High 118-110 118-002 -0-108 -0.3% 118-110
Low 117-222 117-212 -0-010 0.0% 116-282
Close 117-270 117-230 -0-040 -0.1% 117-270
Range 0-208 0-110 -0-098 -47.1% 1-148
ATR 0-189 0-184 -0-006 -3.0% 0-000
Volume 852,078 788,294 -63,784 -7.5% 3,396,636
Daily Pivots for day following 24-May-2010
Classic Woodie Camarilla DeMark
R4 118-265 118-197 117-290
R3 118-155 118-087 117-260
R2 118-045 118-045 117-250
R1 117-297 117-297 117-240 118-011
PP 117-255 117-255 117-255 117-272
S1 117-187 117-187 117-220 117-221
S2 117-145 117-145 117-210
S3 117-035 117-077 117-200
S4 116-245 116-287 117-170
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 122-025 121-135 118-207
R3 120-197 119-307 118-079
R2 119-049 119-049 118-036
R1 118-159 118-159 117-313 118-264
PP 117-221 117-221 117-221 117-273
S1 117-011 117-011 117-227 117-116
S2 116-073 116-073 117-184
S3 114-245 115-183 117-141
S4 113-097 114-035 117-013
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-110 116-282 1-148 1.2% 0-191 0.5% 57% False False 693,213
10 118-110 116-117 1-313 1.7% 0-176 0.5% 68% False False 619,713
20 118-110 114-305 3-125 2.9% 0-201 0.5% 82% False False 611,474
40 118-110 113-280 4-150 3.8% 0-158 0.4% 86% False False 513,714
60 118-110 113-280 4-150 3.8% 0-143 0.4% 86% False False 486,908
80 118-110 113-280 4-150 3.8% 0-130 0.3% 86% False False 385,286
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-039
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 119-150
2.618 118-290
1.618 118-180
1.000 118-112
0.618 118-070
HIGH 118-002
0.618 117-280
0.500 117-267
0.382 117-254
LOW 117-212
0.618 117-144
1.000 117-102
1.618 117-034
2.618 116-244
4.250 116-064
Fisher Pivots for day following 24-May-2010
Pivot 1 day 3 day
R1 117-267 117-254
PP 117-255 117-246
S1 117-242 117-238

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

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