ECBOT 5 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 14-Jun-2010

Day Change Summary
	Previous	Current
	11-Jun-2010	14-Jun-2010	Change	Change %	Previous Week
Open	116-210	117-000	0-110	0.3%	117-140
High	117-050	117-032	-0-018	0.0%	117-150
Low	116-210	116-210	0-000	0.0%	116-200
Close	117-050	116-317	-0-053	-0.1%	117-050
Range	0-160	0-142	-0-018	-11.3%	0-270
ATR	0-166	0-166	0-000	-0.3%	0-000
Volume	495,549	429,725	-65,824	-13.3%	2,373,270

Daily Pivots for day following 14-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	118-079	118-020	117-075
R3	117-257	117-198	117-036
R2	117-115	117-115	117-023
R1	117-056	117-056	117-010	117-014
PP	116-293	116-293	116-293	116-272
S1	116-234	116-234	116-304	116-192
S2	116-151	116-151	116-291
S3	116-009	116-092	116-278
S4	115-187	115-270	116-239

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%	43%	False	False	427,178
10	117-150	116-020	1-130	1.2%	0-166	0.4%	66%	False	False	467,220
20	117-220	115-310	1-230	1.5%	0-180	0.5%	59%	False	False	322,829
40	117-220	113-240	3-300	3.4%	0-132	0.4%	82%	False	False	163,591

Crabel Price Patterns
NR	True
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	0-017
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	118-316
2.618	118-084
1.618	117-262
1.000	117-174
0.618	117-120
HIGH	117-032
0.618	116-298
0.500	116-281
0.382	116-264
LOW	116-210
0.618	116-122
1.000	116-068
1.618	115-300
2.618	115-158
4.250	114-246

Fisher Pivots for day following 14-Jun-2010
Pivot	1 day	3 day
R1	116-305	116-316
PP	116-293	116-316
S1	116-281	116-315

Download as Excel Spreadsheet

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

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