ECBOT 5 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 21-Jun-2010

Day Change Summary
	Previous	Current
	18-Jun-2010	21-Jun-2010	Change	Change %	Previous Week
Open	117-102	116-302	-0-120	-0.3%	117-000
High	117-115	117-052	-0-063	-0.2%	117-130
Low	117-032	116-235	-0-117	-0.3%	116-210
Close	117-050	117-037	-0-013	0.0%	117-050
Range	0-083	0-137	0-054	65.1%	0-240
ATR	0-156	0-155	-0-001	-0.9%	0-000
Volume	460,891	279,529	-181,362	-39.4%	1,955,892

Daily Pivots for day following 21-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	118-092	118-042	117-112
R3	117-275	117-225	117-075
R2	117-138	117-138	117-062
R1	117-088	117-088	117-050	117-113
PP	117-001	117-001	117-001	117-014
S1	116-271	116-271	117-024	116-296
S2	116-184	116-184	117-012
S3	116-047	116-134	116-319
S4	115-230	115-317	116-282

Weekly Pivots for week ending 18-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	119-103	118-317	117-182
R3	118-183	118-077	117-116
R2	117-263	117-263	117-094
R1	117-157	117-157	117-072	117-210
PP	117-023	117-023	117-023	117-050
S1	116-237	116-237	117-028	116-290
S2	116-103	116-103	117-006
S3	115-183	115-317	116-304
S4	114-263	115-077	116-238

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-130	116-235	0-215	0.6%	0-132	0.4%	57%	False	True	361,139
10	117-150	116-200	0-270	0.7%	0-138	0.4%	58%	False	False	394,159
20	117-220	116-020	1-200	1.4%	0-165	0.4%	65%	False	False	406,536
40	117-220	113-280	3-260	3.3%	0-148	0.4%	85%	False	False	208,730
60	117-220	112-250	4-290	4.2%	0-101	0.3%	88%	False	False	139,185

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	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-026
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-314
2.618	118-091
1.618	117-274
1.000	117-189
0.618	117-137
HIGH	117-052
0.618	117-000
0.500	116-304
0.382	116-287
LOW	116-235
0.618	116-150
1.000	116-098
1.618	116-013
2.618	115-196
4.250	114-293

Fisher Pivots for day following 21-Jun-2010
Pivot	1 day	3 day
R1	117-019	117-032
PP	117-001	117-027
S1	116-304	117-022

Download as Excel Spreadsheet

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

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