ECBOT 5 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 26-Mar-2010
Day Change Summary
Previous Current
25-Mar-2010 26-Mar-2010 Change Change % Previous Week
Open 114-165 114-165 0-000 0.0% 115-017
High 114-207 114-230 0-023 0.1% 115-150
Low 114-072 114-110 0-038 0.1% 114-072
Close 114-127 114-212 0-085 0.2% 114-212
Range 0-135 0-120 -0-015 -11.1% 1-078
ATR 0-115 0-115 0-000 0.3% 0-000
Volume 814,547 624,158 -190,389 -23.4% 2,509,695
Daily Pivots for day following 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 115-224 115-178 114-278
R3 115-104 115-058 114-245
R2 114-304 114-304 114-234
R1 114-258 114-258 114-223 114-281
PP 114-184 114-184 114-184 114-196
S1 114-138 114-138 114-201 114-161
S2 114-064 114-064 114-190
S3 113-264 114-018 114-179
S4 113-144 113-218 114-146
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 118-165 117-267 115-111
R3 117-087 116-189 115-001
R2 116-009 116-009 114-285
R1 115-111 115-111 114-248 115-021
PP 114-251 114-251 114-251 114-206
S1 114-033 114-033 114-176 113-263
S2 113-173 113-173 114-139
S3 112-095 112-275 114-103
S4 111-017 111-197 113-313
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-150 114-072 1-078 1.1% 0-143 0.4% 35% False False 501,939
10 115-220 114-072 1-148 1.3% 0-120 0.3% 30% False False 462,524
20 116-047 114-072 1-295 1.7% 0-113 0.3% 23% False False 433,297
40 116-047 114-072 1-295 1.7% 0-102 0.3% 23% False False 256,857
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-027
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 116-100
2.618 115-224
1.618 115-104
1.000 115-030
0.618 114-304
HIGH 114-230
0.618 114-184
0.500 114-170
0.382 114-156
LOW 114-110
0.618 114-036
1.000 113-310
1.618 113-236
2.618 113-116
4.250 112-240
Fisher Pivots for day following 26-Mar-2010
Pivot 1 day 3 day
R1 114-198 114-247
PP 114-184 114-235
S1 114-170 114-224

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

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