ECBOT 5 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 09-Jun-2010

Day Change Summary
	Previous	Current
	08-Jun-2010	09-Jun-2010	Change	Change %	Previous Week
Open	118-005	117-317	-0-008	0.0%	117-135
High	118-060	118-022	-0-038	-0.1%	118-000
Low	117-295	117-250	-0-045	-0.1%	116-277
Close	118-022	118-005	-0-017	0.0%	117-312
Range	0-085	0-092	0-007	8.2%	1-043
ATR	0-178	0-172	-0-006	-3.5%	0-000
Volume	19,620	13,348	-6,272	-32.0%	421,290

Daily Pivots for day following 09-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	118-262	118-225	118-056
R3	118-170	118-133	118-030
R2	118-078	118-078	118-022
R1	118-041	118-041	118-013	118-060
PP	117-306	117-306	117-306	117-315
S1	117-269	117-269	117-317	117-288
S2	117-214	117-214	117-308
S3	117-122	117-177	117-300
S4	117-030	117-085	117-274

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	118-060	116-277	1-103	1.1%	0-142	0.4%	87%	False	False	36,180
10	118-060	116-277	1-103	1.1%	0-164	0.4%	87%	False	False	366,701
20	118-155	116-117	2-038	1.8%	0-173	0.5%	78%	False	False	497,551
40	118-155	114-210	3-265	3.2%	0-174	0.5%	88%	False	False	515,369
60	118-155	113-280	4-195	3.9%	0-155	0.4%	90%	False	False	482,328
80	118-155	113-280	4-195	3.9%	0-145	0.4%	90%	False	False	439,414

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-022
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-093
2.618	118-263
1.618	118-171
1.000	118-114
0.618	118-079
HIGH	118-022
0.618	117-307
0.500	117-296
0.382	117-285
LOW	117-250
0.618	117-193
1.000	117-158
1.618	117-101
2.618	117-009
4.250	116-179

Fisher Pivots for day following 09-Jun-2010
Pivot	1 day	3 day
R1	117-315	118-002
PP	117-306	117-318
S1	117-296	117-315

Download as Excel Spreadsheet

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

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