ECBOT 5 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 17-Mar-2010
Day Change Summary
Previous Current
16-Mar-2010 17-Mar-2010 Change Change % Previous Week
Open 115-112 115-187 0-075 0.2% 115-210
High 115-220 115-202 -0-018 0.0% 115-240
Low 115-075 115-140 0-065 0.2% 114-285
Close 115-197 115-162 -0-035 -0.1% 115-080
Range 0-145 0-062 -0-083 -57.2% 0-275
ATR 0-105 0-102 -0-003 -2.9% 0-000
Volume 296,470 449,423 152,953 51.6% 2,094,301
Daily Pivots for day following 17-Mar-2010
Classic Woodie Camarilla DeMark
R4 116-034 116-000 115-196
R3 115-292 115-258 115-179
R2 115-230 115-230 115-173
R1 115-196 115-196 115-168 115-182
PP 115-168 115-168 115-168 115-161
S1 115-134 115-134 115-156 115-120
S2 115-106 115-106 115-151
S3 115-044 115-072 115-145
S4 114-302 115-010 115-128
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 117-280 117-135 115-231
R3 117-005 116-180 115-156
R2 116-050 116-050 115-130
R1 115-225 115-225 115-105 115-160
PP 115-095 115-095 115-095 115-062
S1 114-270 114-270 115-055 114-205
S2 114-140 114-140 115-030
S3 113-185 113-315 115-004
S4 112-230 113-040 114-249
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-220 114-285 0-255 0.7% 0-106 0.3% 77% False False 445,207
10 116-047 114-285 1-082 1.1% 0-108 0.3% 49% False False 427,010
20 116-047 114-200 1-167 1.3% 0-114 0.3% 58% False False 347,262
40 116-047 114-200 1-167 1.3% 0-079 0.2% 58% False False 174,536
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-023
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 116-146
2.618 116-044
1.618 115-302
1.000 115-264
0.618 115-240
HIGH 115-202
0.618 115-178
0.500 115-171
0.382 115-164
LOW 115-140
0.618 115-102
1.000 115-078
1.618 115-040
2.618 114-298
4.250 114-196
Fisher Pivots for day following 17-Mar-2010
Pivot 1 day 3 day
R1 115-171 115-155
PP 115-168 115-147
S1 115-165 115-140

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

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