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

Download as Excel Spreadsheet

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

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