ECBOT 5 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 15-Jun-2010

Day Change Summary
	Previous	Current
	14-Jun-2010	15-Jun-2010	Change	Change %	Previous Week
Open	117-000	117-015	0-015	0.0%	117-140
High	117-032	117-067	0-035	0.1%	117-150
Low	116-210	116-242	0-032	0.1%	116-200
Close	116-317	116-267	-0-050	-0.1%	117-050
Range	0-142	0-145	0-003	2.1%	0-270
ATR	0-166	0-164	-0-001	-0.9%	0-000
Volume	429,725	340,826	-88,899	-20.7%	2,373,270

Daily Pivots for day following 15-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	118-094	118-005	117-027
R3	117-269	117-180	116-307
R2	117-124	117-124	116-294
R1	117-035	117-035	116-280	117-007
PP	116-299	116-299	116-299	116-284
S1	116-210	116-210	116-254	116-182
S2	116-154	116-154	116-240
S3	116-009	116-065	116-227
S4	115-184	115-240	116-187

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	117-110	116-200	0-230	0.6%	0-153	0.4%	29%	False	False	415,561
10	117-150	116-020	1-130	1.2%	0-163	0.4%	55%	False	False	457,953
20	117-220	115-310	1-230	1.5%	0-180	0.5%	50%	False	False	338,705
40	117-220	113-240	3-300	3.4%	0-135	0.4%	78%	False	False	172,112

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-043
2.618	118-127
1.618	117-302
1.000	117-212
0.618	117-157
HIGH	117-067
0.618	117-012
0.500	116-314
0.382	116-297
LOW	116-242
0.618	116-152
1.000	116-097
1.618	116-007
2.618	115-182
4.250	114-266

Fisher Pivots for day following 15-Jun-2010
Pivot	1 day	3 day
R1	116-314	116-298
PP	116-299	116-288
S1	116-283	116-278

Download as Excel Spreadsheet

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

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