ECBOT 5 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 14-Jun-2010
Day Change Summary
Previous Current
11-Jun-2010 14-Jun-2010 Change Change % Previous Week
Open 117-155 117-207 0-052 0.1% 118-042
High 117-297 117-255 -0-042 -0.1% 118-060
Low 117-155 117-152 -0-003 0.0% 117-142
Close 117-297 117-245 -0-052 -0.1% 117-297
Range 0-142 0-103 -0-039 -27.5% 0-238
ATR 0-171 0-169 -0-002 -1.1% 0-000
Volume 5,620 11,858 6,238 111.0% 76,524
Daily Pivots for day following 14-Jun-2010
Classic Woodie Camarilla DeMark
R4 118-206 118-169 117-302
R3 118-103 118-066 117-273
R2 118-000 118-000 117-264
R1 117-283 117-283 117-254 117-302
PP 117-217 117-217 117-217 117-227
S1 117-180 117-180 117-236 117-198
S2 117-114 117-114 117-226
S3 117-011 117-077 117-217
S4 116-228 116-294 117-188
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 120-027 119-240 118-108
R3 119-109 119-002 118-042
R2 118-191 118-191 118-021
R1 118-084 118-084 117-319 118-018
PP 117-273 117-273 117-273 117-240
S1 117-166 117-166 117-275 117-100
S2 117-035 117-035 117-253
S3 116-117 116-248 117-232
S4 115-199 116-010 117-166
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-060 117-142 0-238 0.6% 0-112 0.3% 43% False False 11,731
10 118-060 116-277 1-103 1.1% 0-142 0.4% 68% False False 50,967
20 118-155 116-277 1-198 1.4% 0-169 0.4% 56% False False 428,108
40 118-155 114-235 3-240 3.2% 0-175 0.5% 81% False False 483,386
60 118-155 113-280 4-195 3.9% 0-156 0.4% 84% False False 464,477
80 118-155 113-280 4-195 3.9% 0-145 0.4% 84% False False 439,415
100 118-155 113-280 4-195 3.9% 0-126 0.3% 84% False False 352,009
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0-023
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 119-053
2.618 118-205
1.618 118-102
1.000 118-038
0.618 117-319
HIGH 117-255
0.618 117-216
0.500 117-204
0.382 117-191
LOW 117-152
0.618 117-088
1.000 117-049
1.618 116-305
2.618 116-202
4.250 116-034
Fisher Pivots for day following 14-Jun-2010
Pivot 1 day 3 day
R1 117-231 117-236
PP 117-217 117-228
S1 117-204 117-220

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

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