ECBOT 5 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 03-Jun-2010

Day Change Summary
	Previous	Current
	02-Jun-2010	03-Jun-2010	Change	Change %	Previous Week
Open	116-280	116-150	-0-130	-0.3%	116-280
High	116-290	116-180	-0-110	-0.3%	117-220
Low	116-130	116-020	-0-110	-0.3%	116-040
Close	116-150	116-110	-0-040	-0.1%	116-220
Range	0-160	0-160	0-000	0.0%	1-180
ATR	0-166	0-165	0-000	-0.2%	0-000
Volume	520,400	442,302	-78,098	-15.0%	1,652,824

Daily Pivots for day following 03-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	117-263	117-187	116-198
R3	117-103	117-027	116-154
R2	116-263	116-263	116-139
R1	116-187	116-187	116-125	116-145
PP	116-103	116-103	116-103	116-082
S1	116-027	116-027	116-095	115-305
S2	115-263	115-263	116-081
S3	115-103	115-187	116-066
S4	114-263	115-027	116-022

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	117-020	116-020	1-000	0.9%	0-186	0.5%	28%	False	True	494,485
10	117-220	116-020	1-200	1.4%	0-195	0.5%	17%	False	True	313,084
20	117-220	115-020	2-200	2.3%	0-176	0.5%	49%	False	False	162,905
40	117-220	113-120	4-100	3.7%	0-106	0.3%	69%	False	False	81,713

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	0-026

Fibonacci Retracements and Extensions
4.250	118-220
2.618	117-279
1.618	117-119
1.000	117-020
0.618	116-279
HIGH	116-180
0.618	116-119
0.500	116-100
0.382	116-081
LOW	116-020
0.618	115-241
1.000	115-180
1.618	115-081
2.618	114-241
4.250	113-300

Fisher Pivots for day following 03-Jun-2010
Pivot	1 day	3 day
R1	116-107	116-180
PP	116-103	116-157
S1	116-100	116-133

Download as Excel Spreadsheet

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

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