ECBOT 5 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 02-Jun-2010

Day Change Summary
	Previous	Current
	01-Jun-2010	02-Jun-2010	Change	Change %	Previous Week
Open	116-200	116-280	0-080	0.2%	116-280
High	117-020	116-290	-0-050	-0.1%	117-220
Low	116-160	116-130	-0-030	-0.1%	116-040
Close	116-220	116-150	-0-070	-0.2%	116-220
Range	0-180	0-160	-0-020	-11.1%	1-180
ATR	0-166	0-166	0-000	-0.3%	0-000
Volume	433,493	520,400	86,907	20.0%	1,652,824

Daily Pivots for day following 02-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	118-030	117-250	116-238
R3	117-190	117-090	116-194
R2	117-030	117-030	116-179
R1	116-250	116-250	116-165	116-220
PP	116-190	116-190	116-190	116-175
S1	116-090	116-090	116-135	116-060
S2	116-030	116-030	116-121
S3	115-190	115-250	116-106
S4	115-030	115-090	116-062

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	117-040	116-040	1-000	0.9%	0-198	0.5%	34%	False	False	478,032
10	117-220	116-040	1-180	1.3%	0-193	0.5%	22%	False	False	270,789
20	117-220	115-000	2-220	2.3%	0-180	0.5%	55%	False	False	141,000
40	117-220	113-030	4-190	3.9%	0-102	0.3%	73%	False	False	70,655

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-025
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	119-010
2.618	118-069
1.618	117-229
1.000	117-130
0.618	117-069
HIGH	116-290
0.618	116-229
0.500	116-210
0.382	116-191
LOW	116-130
0.618	116-031
1.000	115-290
1.618	115-191
2.618	115-031
4.250	114-090

Fisher Pivots for day following 02-Jun-2010
Pivot	1 day	3 day
R1	116-210	116-200
PP	116-190	116-183
S1	116-170	116-167

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols