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

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

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