ECBOT 5 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 11-Jun-2010

Day Change Summary
	Previous	Current
	10-Jun-2010	11-Jun-2010	Change	Change %	Previous Week
Open	117-110	116-210	-0-220	-0.6%	117-140
High	117-110	117-050	-0-060	-0.2%	117-150
Low	116-200	116-210	0-010	0.0%	116-200
Close	116-220	117-050	0-150	0.4%	117-050
Range	0-230	0-160	-0-070	-30.4%	0-270
ATR	0-167	0-166	0-000	-0.3%	0-000
Volume	425,481	495,549	70,068	16.5%	2,373,270

Daily Pivots for day following 11-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	118-157	118-103	117-138
R3	117-317	117-263	117-094
R2	117-157	117-157	117-079
R1	117-103	117-103	117-065	117-130
PP	116-317	116-317	116-317	117-010
S1	116-263	116-263	117-035	116-290
S2	116-157	116-157	117-021
S3	115-317	116-103	117-006
S4	115-157	115-263	116-282

Weekly Pivots for week ending 11-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	119-197	119-073	117-198
R3	118-247	118-123	117-124
R2	117-297	117-297	117-100
R1	117-173	117-173	117-075	117-100
PP	117-027	117-027	117-027	116-310
S1	116-223	116-223	117-025	116-150
S2	116-077	116-077	117-000
S3	115-127	115-273	116-296
S4	114-177	115-003	116-222

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-150	116-200	0-270	0.7%	0-144	0.4%	63%	False	False	474,654
10	117-150	116-020	1-130	1.2%	0-170	0.5%	78%	False	False	471,184
20	117-220	115-280	1-260	1.5%	0-182	0.5%	71%	False	False	303,067
40	117-220	113-240	3-300	3.4%	0-131	0.3%	87%	False	False	152,848

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-090
2.618	118-149
1.618	117-309
1.000	117-210
0.618	117-149
HIGH	117-050
0.618	116-309
0.500	116-290
0.382	116-271
LOW	116-210
0.618	116-111
1.000	116-050
1.618	115-271
2.618	115-111
4.250	114-170

Fisher Pivots for day following 11-Jun-2010
Pivot	1 day	3 day
R1	117-023	117-032
PP	116-317	117-013
S1	116-290	116-315

Download as Excel Spreadsheet

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

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