ECBOT 5 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 05-Apr-2010
Day Change Summary
Previous Current
01-Apr-2010 05-Apr-2010 Change Change % Previous Week
Open 114-262 114-077 -0-185 -0.5% 114-210
High 114-282 114-102 -0-180 -0.5% 114-282
Low 114-205 113-280 -0-245 -0.7% 114-155
Close 114-232 113-302 -0-250 -0.7% 114-232
Range 0-077 0-142 0-065 84.4% 0-127
ATR 0-108 0-120 0-012 10.8% 0-000
Volume 496,586 173,653 -322,933 -65.0% 1,569,877
Daily Pivots for day following 05-Apr-2010
Classic Woodie Camarilla DeMark
R4 115-121 115-033 114-060
R3 114-299 114-211 114-021
R2 114-157 114-157 114-008
R1 114-069 114-069 113-315 114-042
PP 114-015 114-015 114-015 114-001
S1 113-247 113-247 113-289 113-220
S2 113-193 113-193 113-276
S3 113-051 113-105 113-263
S4 112-229 112-283 113-224
Weekly Pivots for week ending 02-Apr-2010
Classic Woodie Camarilla DeMark
R4 115-284 115-225 114-302
R3 115-157 115-098 114-267
R2 115-030 115-030 114-255
R1 114-291 114-291 114-244 115-000
PP 114-223 114-223 114-223 114-238
S1 114-164 114-164 114-220 114-194
S2 114-096 114-096 114-209
S3 113-289 114-037 114-197
S4 113-162 113-230 114-162
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-282 113-280 1-002 0.9% 0-098 0.3% 7% False True 348,706
10 115-150 113-280 1-190 1.4% 0-121 0.3% 4% False True 425,322
20 115-240 113-280 1-280 1.6% 0-110 0.3% 4% False True 423,153
40 116-047 113-280 2-087 2.0% 0-108 0.3% 3% False True 300,217
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-026
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 116-066
2.618 115-154
1.618 115-012
1.000 114-244
0.618 114-190
HIGH 114-102
0.618 114-048
0.500 114-031
0.382 114-014
LOW 113-280
0.618 113-192
1.000 113-138
1.618 113-050
2.618 112-228
4.250 111-316
Fisher Pivots for day following 05-Apr-2010
Pivot 1 day 3 day
R1 114-031 114-121
PP 114-015 114-075
S1 113-318 114-028

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

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