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

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

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