ECBOT 5 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 10-Jun-2010

Day Change Summary
	Previous	Current
	09-Jun-2010	10-Jun-2010	Change	Change %	Previous Week
Open	117-317	117-282	-0-035	-0.1%	117-135
High	118-022	117-282	-0-060	-0.2%	118-000
Low	117-250	117-142	-0-108	-0.3%	116-277
Close	118-005	117-147	-0-178	-0.5%	117-312
Range	0-092	0-140	0-048	52.2%	1-043
ATR	0-172	0-173	0-001	0.5%	0-000
Volume	13,348	8,213	-5,135	-38.5%	421,290

Daily Pivots for day following 10-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	118-290	118-199	117-224
R3	118-150	118-059	117-186
R2	118-010	118-010	117-173
R1	117-239	117-239	117-160	117-214
PP	117-190	117-190	117-190	117-178
S1	117-099	117-099	117-134	117-074
S2	117-050	117-050	117-121
S3	116-230	116-279	117-108
S4	116-090	116-139	117-070

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	117-050	1-010	0.9%	0-141	0.4%	29%	False	False	22,870
10	118-060	116-277	1-103	1.1%	0-158	0.4%	45%	False	False	266,665
20	118-155	116-117	2-038	1.8%	0-174	0.5%	52%	False	False	473,662
40	118-155	114-210	3-265	3.3%	0-176	0.5%	73%	False	False	503,184
60	118-155	113-280	4-195	3.9%	0-155	0.4%	78%	False	False	477,524
80	118-155	113-280	4-195	3.9%	0-146	0.4%	78%	False	False	439,450
100	118-155	113-280	4-195	3.9%	0-124	0.3%	78%	False	False	351,834

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-020
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	119-237
2.618	119-009
1.618	118-189
1.000	118-102
0.618	118-049
HIGH	117-282
0.618	117-229
0.500	117-212
0.382	117-195
LOW	117-142
0.618	117-055
1.000	117-002
1.618	116-235
2.618	116-095
4.250	115-187

Fisher Pivots for day following 10-Jun-2010
Pivot	1 day	3 day
R1	117-212	117-261
PP	117-190	117-223
S1	117-169	117-185

Download as Excel Spreadsheet

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

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