ECBOT 5 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 04-Jun-2010

Day Change Summary
	Previous	Current
	03-Jun-2010	04-Jun-2010	Change	Change %	Previous Week
Open	116-150	116-120	-0-030	-0.1%	116-200
High	116-180	117-090	0-230	0.6%	117-090
Low	116-020	116-110	0-090	0.2%	116-020
Close	116-110	117-080	0-290	0.8%	117-080
Range	0-160	0-300	0-140	87.5%	1-070
ATR	0-165	0-175	0-010	5.8%	0-000
Volume	442,302	473,011	30,709	6.9%	1,869,206

Daily Pivots for day following 04-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	119-247	119-143	117-245
R3	118-267	118-163	117-162
R2	117-287	117-287	117-135
R1	117-183	117-183	117-108	117-235
PP	116-307	116-307	116-307	117-012
S1	116-203	116-203	117-052	116-255
S2	116-007	116-007	117-025
S3	115-027	115-223	116-318
S4	114-047	114-243	116-235

Weekly Pivots for week ending 04-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	120-167	120-033	117-294
R3	119-097	118-283	117-187
R2	118-027	118-027	117-152
R1	117-213	117-213	117-116	117-280
PP	116-277	116-277	116-277	116-310
S1	116-143	116-143	117-044	116-210
S2	115-207	115-207	117-008
S3	114-137	115-073	116-293
S4	113-067	114-003	116-186

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-090	116-020	1-070	1.0%	0-196	0.5%	97%	True	False	467,714
10	117-220	116-020	1-200	1.4%	0-199	0.5%	73%	False	False	357,414
20	117-220	115-020	2-200	2.2%	0-178	0.5%	83%	False	False	186,395
40	117-220	113-120	4-100	3.7%	0-114	0.3%	90%	False	False	93,536

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-026
Widest range in 52 trading days

Fibonacci Retracements and Extensions
4.250	121-085
2.618	119-235
1.618	118-255
1.000	118-070
0.618	117-275
HIGH	117-090
0.618	116-295
0.500	116-260
0.382	116-225
LOW	116-110
0.618	115-245
1.000	115-130
1.618	114-265
2.618	113-285
4.250	112-115

Fisher Pivots for day following 04-Jun-2010
Pivot	1 day	3 day
R1	117-033	117-018
PP	116-307	116-277
S1	116-260	116-215

Download as Excel Spreadsheet

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

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