ECBOT 5 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 25-May-2010
Day Change Summary
Previous Current
24-May-2010 25-May-2010 Change Change % Previous Week
Open 117-225 117-280 0-055 0.1% 117-047
High 118-002 118-155 0-153 0.4% 118-110
Low 117-212 117-255 0-043 0.1% 116-282
Close 117-230 117-277 0-047 0.1% 117-270
Range 0-110 0-220 0-110 100.0% 1-148
ATR 0-184 0-188 0-004 2.4% 0-000
Volume 788,294 684,524 -103,770 -13.2% 3,396,636
Daily Pivots for day following 25-May-2010
Classic Woodie Camarilla DeMark
R4 120-036 119-216 118-078
R3 119-136 118-316 118-018
R2 118-236 118-236 117-317
R1 118-096 118-096 117-297 118-056
PP 118-016 118-016 118-016 117-316
S1 117-196 117-196 117-257 117-156
S2 117-116 117-116 117-237
S3 116-216 116-296 117-216
S4 115-316 116-076 117-156
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
5 118-155 117-077 1-078 1.1% 0-190 0.5% 50% True False 732,328
10 118-155 116-117 2-038 1.8% 0-181 0.5% 71% True False 628,402
20 118-155 115-047 3-108 2.8% 0-200 0.5% 81% True False 628,904
40 118-155 113-280 4-195 3.9% 0-161 0.4% 87% True False 520,884
60 118-155 113-280 4-195 3.9% 0-145 0.4% 87% True False 491,428
80 118-155 113-280 4-195 3.9% 0-131 0.3% 87% True False 393,800
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-130
2.618 120-091
1.618 119-191
1.000 119-055
0.618 118-291
HIGH 118-155
0.618 118-071
0.500 118-045
0.382 118-019
LOW 117-255
0.618 117-119
1.000 117-035
1.618 116-219
2.618 115-319
4.250 114-280
Fisher Pivots for day following 25-May-2010
Pivot 1 day 3 day
R1 118-045 118-024
PP 118-016 118-001
S1 117-306 117-299

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

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