ECBOT 5 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 17-Jun-2010

Day Change Summary
	Previous	Current
	16-Jun-2010	17-Jun-2010	Change	Change %	Previous Week
Open	117-240	117-290	0-050	0.1%	118-042
High	117-277	118-047	0-090	0.2%	118-060
Low	117-222	117-245	0-023	0.1%	117-142
Close	117-240	118-027	0-107	0.3%	117-297
Range	0-055	0-122	0-067	121.8%	0-238
ATR	0-158	0-156	-0-002	-1.4%	0-000
Volume	8,125	5,600	-2,525	-31.1%	76,524

Daily Pivots for day following 17-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	119-046	118-318	118-094
R3	118-244	118-196	118-061
R2	118-122	118-122	118-049
R1	118-074	118-074	118-038	118-098
PP	118-000	118-000	118-000	118-012
S1	117-272	117-272	118-016	117-296
S2	117-198	117-198	118-005
S3	117-076	117-150	117-313
S4	116-274	117-028	117-280

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	118-047	117-152	0-215	0.6%	0-105	0.3%	91%	True	False	8,656
10	118-060	117-050	1-010	0.9%	0-123	0.3%	90%	False	False	15,763
20	118-155	116-277	1-198	1.4%	0-155	0.4%	75%	False	False	339,228
40	118-155	114-235	3-240	3.2%	0-174	0.5%	89%	False	False	449,861
60	118-155	113-280	4-195	3.9%	0-156	0.4%	91%	False	False	445,136
80	118-155	113-280	4-195	3.9%	0-144	0.4%	91%	False	False	436,875
100	118-155	113-280	4-195	3.9%	0-129	0.3%	91%	False	False	352,267

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	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-023
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	119-246
2.618	119-046
1.618	118-244
1.000	118-169
0.618	118-122
HIGH	118-047
0.618	118-000
0.500	117-306
0.382	117-292
LOW	117-245
0.618	117-170
1.000	117-123
1.618	117-048
2.618	116-246
4.250	116-046

Fisher Pivots for day following 17-Jun-2010
Pivot	1 day	3 day
R1	118-013	118-003
PP	118-000	117-300
S1	117-306	117-276

Download as Excel Spreadsheet

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

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