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

Download as Excel Spreadsheet

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

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