ECBOT 5 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 01-Jun-2010

Day Change Summary
	Previous	Current
	28-May-2010	01-Jun-2010	Change	Change %	Previous Week
Open	116-070	116-200	0-130	0.3%	116-280
High	116-240	117-020	0-100	0.3%	117-220
Low	116-060	116-160	0-100	0.3%	116-040
Close	116-220	116-220	0-000	0.0%	116-220
Range	0-180	0-180	0-000	0.0%	1-180
ATR	0-165	0-166	0-001	0.6%	0-000
Volume	469,366	433,493	-35,873	-7.6%	1,652,824

Daily Pivots for day following 01-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	118-140	118-040	116-319
R3	117-280	117-180	116-270
R2	117-100	117-100	116-253
R1	117-000	117-000	116-236	117-050
PP	116-240	116-240	116-240	116-265
S1	116-140	116-140	116-204	116-190
S2	116-060	116-060	116-187
S3	115-200	115-280	116-170
S4	115-020	115-100	116-121

Weekly Pivots for week ending 28-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	121-167	120-213	117-175
R3	119-307	119-033	117-038
R2	118-127	118-127	116-312
R1	117-173	117-173	116-266	117-060
PP	116-267	116-267	116-267	116-210
S1	115-313	115-313	116-174	115-200
S2	115-087	115-087	116-128
S3	113-227	114-133	116-082
S4	112-047	112-273	115-265

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-220	116-040	1-180	1.3%	0-208	0.6%	36%	False	False	405,783
10	117-220	115-310	1-230	1.5%	0-197	0.5%	42%	False	False	219,456
20	117-220	114-290	2-250	2.4%	0-174	0.5%	64%	False	False	114,985
40	117-220	112-300	4-240	4.1%	0-098	0.3%	79%	False	False	57,667

Crabel Price Patterns
NR	False
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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-029

Fibonacci Retracements and Extensions
4.250	119-145
2.618	118-171
1.618	117-311
1.000	117-200
0.618	117-131
HIGH	117-020
0.618	116-271
0.500	116-250
0.382	116-229
LOW	116-160
0.618	116-049
1.000	115-300
1.618	115-189
2.618	115-009
4.250	114-035

Fisher Pivots for day following 01-Jun-2010
Pivot	1 day	3 day
R1	116-250	116-210
PP	116-240	116-200
S1	116-230	116-190

Download as Excel Spreadsheet

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

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