ECBOT 5 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 04-Jun-2010

Day Change Summary
	Previous	Current
	03-Jun-2010	04-Jun-2010	Change	Change %	Previous Week
Open	117-062	117-060	-0-002	0.0%	117-135
High	117-102	118-000	0-218	0.6%	118-000
Low	116-277	117-050	0-093	0.2%	116-277
Close	117-045	117-312	0-267	0.7%	117-312
Range	0-145	0-270	0-125	86.2%	1-043
ATR	0-184	0-190	0-007	3.6%	0-000
Volume	74,764	43,447	-31,317	-41.9%	421,290

Daily Pivots for day following 04-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	120-077	119-305	118-140
R3	119-127	119-035	118-066
R2	118-177	118-177	118-042
R1	118-085	118-085	118-017	118-131
PP	117-227	117-227	117-227	117-250
S1	117-135	117-135	117-287	117-181
S2	116-277	116-277	117-262
S3	116-007	116-185	117-238
S4	115-057	115-235	117-164

Weekly Pivots for week ending 04-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	121-005	120-202	118-192
R3	119-282	119-159	118-092
R2	118-239	118-239	118-059
R1	118-116	118-116	118-025	118-178
PP	117-196	117-196	117-196	117-227
S1	117-073	117-073	117-279	117-134
S2	116-153	116-153	117-245
S3	115-110	116-030	117-212
S4	114-067	114-307	117-112

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-000	116-277	1-043	1.0%	0-180	0.5%	98%	True	False	253,077
10	118-155	116-277	1-198	1.4%	0-188	0.5%	69%	False	False	592,922
20	118-155	116-000	2-155	2.1%	0-196	0.5%	79%	False	False	614,509
40	118-155	114-100	4-055	3.5%	0-176	0.5%	88%	False	False	543,340
60	118-155	113-280	4-195	3.9%	0-155	0.4%	89%	False	False	505,952
80	118-155	113-280	4-195	3.9%	0-143	0.4%	89%	False	False	438,748

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-026
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	121-188
2.618	120-067
1.618	119-117
1.000	118-270
0.618	118-167
HIGH	118-000
0.618	117-217
0.500	117-185
0.382	117-153
LOW	117-050
0.618	116-203
1.000	116-100
1.618	115-253
2.618	114-303
4.250	113-182

Fisher Pivots for day following 04-Jun-2010
Pivot	1 day	3 day
R1	117-270	117-254
PP	117-227	117-196
S1	117-185	117-138

Download as Excel Spreadsheet

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

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