ECBOT 5 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 02-Jun-2010

Day Change Summary
	Previous	Current
	01-Jun-2010	02-Jun-2010	Change	Change %	Previous Week
Open	117-135	117-185	0-050	0.1%	117-225
High	117-265	117-207	-0-058	-0.2%	118-155
Low	117-092	117-062	-0-030	-0.1%	116-302
Close	117-142	117-077	-0-065	-0.2%	117-140
Range	0-173	0-145	-0-028	-16.2%	1-173
ATR	0-190	0-187	-0-003	-1.7%	0-000
Volume	219,449	83,630	-135,819	-61.9%	4,655,856

Daily Pivots for day following 02-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	118-230	118-139	117-157
R3	118-085	117-314	117-117
R2	117-260	117-260	117-104
R1	117-169	117-169	117-090	117-142
PP	117-115	117-115	117-115	117-102
S1	117-024	117-024	117-064	116-317
S2	116-290	116-290	117-050
S3	116-145	116-199	117-037
S4	116-000	116-054	116-317

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	117-287	116-302	0-305	0.8%	0-186	0.5%	31%	False	False	697,223
10	118-155	116-302	1-173	1.3%	0-188	0.5%	19%	False	False	714,775
20	118-155	115-300	2-175	2.2%	0-209	0.6%	51%	False	False	677,489
40	118-155	114-050	4-105	3.7%	0-172	0.5%	71%	False	False	565,037
60	118-155	113-280	4-195	3.9%	0-151	0.4%	73%	False	False	514,578
80	118-155	113-280	4-195	3.9%	0-140	0.4%	73%	False	False	437,287

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-028
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	119-183
2.618	118-267
1.618	118-122
1.000	118-032
0.618	117-297
HIGH	117-207
0.618	117-152
0.500	117-134
0.382	117-117
LOW	117-062
0.618	116-292
1.000	116-237
1.618	116-147
2.618	116-002
4.250	115-086

Fisher Pivots for day following 02-Jun-2010
Pivot	1 day	3 day
R1	117-134	117-128
PP	117-115	117-111
S1	117-096	117-094

Download as Excel Spreadsheet

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

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