ECBOT 5 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 26-May-2010

Day Change Summary
	Previous	Current
	25-May-2010	26-May-2010	Change	Change %	Previous Week
Open	117-280	117-260	-0-020	-0.1%	117-047
High	118-155	117-287	-0-188	-0.5%	118-110
Low	117-255	117-082	-0-173	-0.5%	116-282
Close	117-277	117-157	-0-120	-0.3%	117-270
Range	0-220	0-205	-0-015	-6.8%	1-148
ATR	0-188	0-189	0-001	0.6%	0-000
Volume	684,524	1,008,580	324,056	47.3%	3,396,636

Daily Pivots for day following 26-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	119-150	119-039	117-270
R3	118-265	118-154	117-213
R2	118-060	118-060	117-195
R1	117-269	117-269	117-176	117-222
PP	117-175	117-175	117-175	117-152
S1	117-064	117-064	117-138	117-017
S2	116-290	116-290	117-119
S3	116-085	116-179	117-101
S4	115-200	115-294	117-044

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%	0-200	0.5%	20%	False	False	814,926
10	118-155	116-117	2-038	1.8%	0-189	0.5%	53%	False	False	680,658
20	118-155	115-047	3-108	2.8%	0-199	0.5%	70%	False	False	645,410
40	118-155	113-280	4-195	3.9%	0-164	0.4%	78%	False	False	538,649
60	118-155	113-280	4-195	3.9%	0-147	0.4%	78%	False	False	502,316
80	118-155	113-280	4-195	3.9%	0-134	0.4%	78%	False	False	406,407

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	0-035
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-198
2.618	119-184
1.618	118-299
1.000	118-172
0.618	118-094
HIGH	117-287
0.618	117-209
0.500	117-184
0.382	117-160
LOW	117-082
0.618	116-275
1.000	116-197
1.618	116-070
2.618	115-185
4.250	114-171

Fisher Pivots for day following 26-May-2010
Pivot	1 day	3 day
R1	117-184	117-278
PP	117-175	117-238
S1	117-166	117-198

Download as Excel Spreadsheet

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

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