ECBOT 5 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 28-May-2010

Day Change Summary
	Previous	Current
	27-May-2010	28-May-2010	Change	Change %	Previous Week
Open	117-210	116-312	-0-218	-0.6%	117-225
High	117-222	117-160	-0-062	-0.2%	118-155
Low	116-302	116-312	0-010	0.0%	116-302
Close	117-017	117-140	0-123	0.3%	117-140
Range	0-240	0-168	-0-072	-30.0%	1-173
ATR	0-193	0-191	-0-002	-0.9%	0-000
Volume	1,330,361	844,097	-486,264	-36.6%	4,655,856

Daily Pivots for day following 28-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	118-281	118-219	117-232
R3	118-113	118-051	117-186
R2	117-265	117-265	117-171
R1	117-203	117-203	117-155	117-234
PP	117-097	117-097	117-097	117-113
S1	117-035	117-035	117-125	117-066
S2	116-249	116-249	117-109
S3	116-081	116-187	117-094
S4	115-233	116-019	117-048

Weekly Pivots for week ending 28-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	122-078	121-122	118-091
R3	120-225	119-269	117-276
R2	119-052	119-052	117-230
R1	118-096	118-096	117-185	117-308
PP	117-199	117-199	117-199	117-145
S1	116-243	116-243	117-095	116-134
S2	116-026	116-026	117-050
S3	114-173	115-070	117-004
S4	113-000	113-217	116-189

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-155	116-302	1-173	1.3%	0-189	0.5%	32%	False	False	931,171
10	118-155	116-282	1-193	1.4%	0-196	0.5%	35%	False	False	805,249
20	118-155	115-177	2-298	2.5%	0-205	0.5%	64%	False	False	702,940
40	118-155	113-280	4-195	3.9%	0-170	0.5%	77%	False	False	571,156
60	118-155	113-280	4-195	3.9%	0-150	0.4%	77%	False	False	526,893
80	118-155	113-280	4-195	3.9%	0-138	0.4%	77%	False	False	433,561

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-030
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	119-234
2.618	118-280
1.618	118-112
1.000	118-008
0.618	117-264
HIGH	117-160
0.618	117-096
0.500	117-076
0.382	117-056
LOW	116-312
0.618	116-208
1.000	116-144
1.618	116-040
2.618	115-192
4.250	114-238

Fisher Pivots for day following 28-May-2010
Pivot	1 day	3 day
R1	117-119	117-138
PP	117-097	117-136
S1	117-076	117-134

Download as Excel Spreadsheet

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

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