ECBOT 5 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 16-Jun-2010

Day Change Summary
	Previous	Current
	15-Jun-2010	16-Jun-2010	Change	Change %	Previous Week
Open	117-015	116-267	-0-068	-0.2%	117-140
High	117-067	117-060	-0-007	0.0%	117-150
Low	116-242	116-252	0-010	0.0%	116-200
Close	116-267	116-300	0-033	0.1%	117-050
Range	0-145	0-128	-0-017	-11.7%	0-270
ATR	0-164	0-162	-0-003	-1.6%	0-000
Volume	340,826	364,091	23,265	6.8%	2,373,270

Daily Pivots for day following 16-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	118-055	117-305	117-050
R3	117-247	117-177	117-015
R2	117-119	117-119	117-003
R1	117-049	117-049	116-312	117-084
PP	116-311	116-311	116-311	117-008
S1	116-241	116-241	116-288	116-276
S2	116-183	116-183	116-277
S3	116-055	116-113	116-265
S4	115-247	115-305	116-230

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%	0-161	0.4%	43%	False	False	411,134
10	117-150	116-020	1-130	1.2%	0-160	0.4%	62%	False	False	442,322
20	117-220	116-020	1-200	1.4%	0-176	0.5%	54%	False	False	356,555
40	117-220	113-240	3-300	3.4%	0-139	0.4%	81%	False	False	181,213

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-019
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	118-284
2.618	118-075
1.618	117-267
1.000	117-188
0.618	117-139
HIGH	117-060
0.618	117-011
0.500	116-316
0.382	116-301
LOW	116-252
0.618	116-173
1.000	116-124
1.618	116-045
2.618	115-237
4.250	115-028

Fisher Pivots for day following 16-Jun-2010
Pivot	1 day	3 day
R1	116-316	116-300
PP	116-311	116-299
S1	116-305	116-298

Download as Excel Spreadsheet

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

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