ECBOT 5 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 02-Feb-2010
Day Change Summary
Previous Current
01-Feb-2010 02-Feb-2010 Change Change % Previous Week
Open 115-100 115-050 -0-050 -0.1% 114-270
High 115-100 115-050 -0-050 -0.1% 115-070
Low 115-010 115-050 0-040 0.1% 114-270
Close 115-020 115-050 0-030 0.1% 115-070
Range 0-090 0-000 -0-090 -100.0% 0-120
ATR
Volume 3,358 52 -3,306 -98.5% 823
Daily Pivots for day following 02-Feb-2010
Classic Woodie Camarilla DeMark
R4 115-050 115-050 115-050
R3 115-050 115-050 115-050
R2 115-050 115-050 115-050
R1 115-050 115-050 115-050 115-050
PP 115-050 115-050 115-050 115-050
S1 115-050 115-050 115-050 115-050
S2 115-050 115-050 115-050
S3 115-050 115-050 115-050
S4 115-050 115-050 115-050
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 116-070 116-030 115-136
R3 115-270 115-230 115-103
R2 115-150 115-150 115-092
R1 115-110 115-110 115-081 115-130
PP 115-030 115-030 115-030 115-040
S1 114-310 114-310 115-059 115-010
S2 114-230 114-230 115-048
S3 114-110 114-190 115-037
S4 113-310 114-070 115-004
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-100 114-290 0-130 0.4% 0-024 0.1% 62% False False 840
10 115-100 114-160 0-260 0.7% 0-012 0.0% 81% False False 424
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 0-000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115-050
2.618 115-050
1.618 115-050
1.000 115-050
0.618 115-050
HIGH 115-050
0.618 115-050
0.500 115-050
0.382 115-050
LOW 115-050
0.618 115-050
1.000 115-050
1.618 115-050
2.618 115-050
4.250 115-050
Fisher Pivots for day following 02-Feb-2010
Pivot 1 day 3 day
R1 115-050 115-055
PP 115-050 115-053
S1 115-050 115-052

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

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