ECBOT 5 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 15-Jun-2010

Day Change Summary
	Previous	Current
	14-Jun-2010	15-Jun-2010	Change	Change %	Previous Week
Open	117-207	117-255	0-048	0.1%	118-042
High	117-255	117-290	0-035	0.1%	118-060
Low	117-152	117-185	0-033	0.1%	117-142
Close	117-245	117-207	-0-038	-0.1%	117-297
Range	0-103	0-105	0-002	1.9%	0-238
ATR	0-169	0-165	-0-005	-2.7%	0-000
Volume	11,858	12,077	219	1.8%	76,524

Daily Pivots for day following 15-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	118-222	118-160	117-265
R3	118-117	118-055	117-236
R2	118-012	118-012	117-226
R1	117-270	117-270	117-217	117-248
PP	117-227	117-227	117-227	117-217
S1	117-165	117-165	117-197	117-144
S2	117-122	117-122	117-188
S3	117-017	117-060	117-178
S4	116-232	116-275	117-149

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	118-022	117-142	0-200	0.5%	0-116	0.3%	33%	False	False	10,223
10	118-060	116-277	1-103	1.1%	0-135	0.4%	59%	False	False	30,230
20	118-155	116-277	1-198	1.4%	0-165	0.4%	48%	False	False	392,768
40	118-155	114-235	3-240	3.2%	0-174	0.5%	78%	False	False	468,807
60	118-155	113-280	4-195	3.9%	0-156	0.4%	82%	False	False	457,459
80	118-155	113-280	4-195	3.9%	0-145	0.4%	82%	False	False	439,042
100	118-155	113-280	4-195	3.9%	0-127	0.3%	82%	False	False	352,130

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

Fibonacci Retracements and Extensions
4.250	119-096
2.618	118-245
1.618	118-140
1.000	118-075
0.618	118-035
HIGH	117-290
0.618	117-250
0.500	117-238
0.382	117-225
LOW	117-185
0.618	117-120
1.000	117-080
1.618	117-015
2.618	116-230
4.250	116-059

Fisher Pivots for day following 15-Jun-2010
Pivot	1 day	3 day
R1	117-238	117-224
PP	117-227	117-219
S1	117-217	117-213

Download as Excel Spreadsheet

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

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