ECBOT 5 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 30-Mar-2010
Day Change Summary
Previous Current
29-Mar-2010 30-Mar-2010 Change Change % Previous Week
Open 114-210 114-207 -0-003 0.0% 115-017
High 114-247 114-230 -0-017 0.0% 115-150
Low 114-162 114-155 -0-007 0.0% 114-072
Close 114-212 114-197 -0-015 0.0% 114-212
Range 0-085 0-075 -0-010 -11.8% 1-078
ATR 0-113 0-110 -0-003 -2.4% 0-000
Volume 397,742 297,951 -99,791 -25.1% 2,509,695
Daily Pivots for day following 30-Mar-2010
Classic Woodie Camarilla DeMark
R4 115-099 115-063 114-238
R3 115-024 114-308 114-218
R2 114-269 114-269 114-211
R1 114-233 114-233 114-204 114-214
PP 114-194 114-194 114-194 114-184
S1 114-158 114-158 114-190 114-138
S2 114-119 114-119 114-183
S3 114-044 114-083 114-176
S4 113-289 114-008 114-156
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
5 115-102 114-072 1-030 1.0% 0-140 0.4% 36% False False 490,454
10 115-202 114-072 1-130 1.2% 0-115 0.3% 28% False False 443,880
20 116-047 114-072 1-295 1.7% 0-112 0.3% 20% False False 429,648
40 116-047 114-072 1-295 1.7% 0-103 0.3% 20% False False 274,164
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-027
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 115-229
2.618 115-106
1.618 115-031
1.000 114-305
0.618 114-276
HIGH 114-230
0.618 114-201
0.500 114-192
0.382 114-184
LOW 114-155
0.618 114-109
1.000 114-080
1.618 114-034
2.618 113-279
4.250 113-156
Fisher Pivots for day following 30-Mar-2010
Pivot 1 day 3 day
R1 114-196 114-191
PP 114-194 114-185
S1 114-192 114-178

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

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