ECBOT 5 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 10-Jun-2010

Day Change Summary
	Previous	Current
	09-Jun-2010	10-Jun-2010	Change	Change %	Previous Week
Open	117-070	117-110	0-040	0.1%	116-200
High	117-100	117-110	0-010	0.0%	117-090
Low	117-010	116-200	-0-130	-0.3%	116-020
Close	117-090	116-220	-0-190	-0.5%	117-080
Range	0-090	0-230	0-140	155.6%	1-070
ATR	0-162	0-167	0-005	3.0%	0-000
Volume	386,226	425,481	39,255	10.2%	1,869,206

Daily Pivots for day following 10-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	119-013	118-187	117-026
R3	118-103	117-277	116-283
R2	117-193	117-193	116-262
R1	117-047	117-047	116-241	117-005
PP	116-283	116-283	116-283	116-262
S1	116-137	116-137	116-199	116-095
S2	116-053	116-053	116-178
S3	115-143	115-227	116-157
S4	114-233	114-317	116-094

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	117-150	116-110	1-040	1.0%	0-172	0.5%	31%	False	False	470,146
10	117-150	116-020	1-130	1.2%	0-179	0.5%	44%	False	False	482,315
20	117-220	115-140	2-080	1.9%	0-180	0.5%	56%	False	False	278,949
40	117-220	113-190	4-030	3.5%	0-127	0.3%	76%	False	False	140,465

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-016
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	120-128
2.618	119-072
1.618	118-162
1.000	118-020
0.618	117-252
HIGH	117-110
0.618	117-022
0.500	116-315
0.382	116-288
LOW	116-200
0.618	116-058
1.000	115-290
1.618	115-148
2.618	114-238
4.250	113-182

Fisher Pivots for day following 10-Jun-2010
Pivot	1 day	3 day
R1	116-315	117-015
PP	116-283	116-297
S1	116-252	116-258

Download as Excel Spreadsheet

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

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