ECBOT 5 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 29-Mar-2010
Day Change Summary
Previous Current
26-Mar-2010 29-Mar-2010 Change Change % Previous Week
Open 114-165 114-210 0-045 0.1% 115-017
High 114-230 114-247 0-017 0.0% 115-150
Low 114-110 114-162 0-052 0.1% 114-072
Close 114-212 114-212 0-000 0.0% 114-212
Range 0-120 0-085 -0-035 -29.2% 1-078
ATR 0-115 0-113 -0-002 -1.9% 0-000
Volume 624,158 397,742 -226,416 -36.3% 2,509,695
Daily Pivots for day following 29-Mar-2010
Classic Woodie Camarilla DeMark
R4 115-142 115-102 114-259
R3 115-057 115-017 114-235
R2 114-292 114-292 114-228
R1 114-252 114-252 114-220 114-272
PP 114-207 114-207 114-207 114-217
S1 114-167 114-167 114-204 114-187
S2 114-122 114-122 114-196
S3 114-037 114-082 114-189
S4 113-272 113-317 114-165
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% 0-139 0.4% 35% False False 501,516
10 115-220 114-072 1-148 1.3% 0-122 0.3% 30% False False 443,731
20 116-047 114-072 1-295 1.7% 0-113 0.3% 23% False False 432,516
40 116-047 114-072 1-295 1.7% 0-101 0.3% 23% False False 266,717
Crabel Price Patterns
NR True
NR4 True
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 0-028
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 115-288
2.618 115-150
1.618 115-065
1.000 115-012
0.618 114-300
HIGH 114-247
0.618 114-215
0.500 114-204
0.382 114-194
LOW 114-162
0.618 114-109
1.000 114-077
1.618 114-024
2.618 113-259
4.250 113-121
Fisher Pivots for day following 29-Mar-2010
Pivot 1 day 3 day
R1 114-210 114-194
PP 114-207 114-177
S1 114-204 114-160

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

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