ECBOT 5 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 06-Apr-2010
Day Change Summary
Previous Current
05-Apr-2010 06-Apr-2010 Change Change % Previous Week
Open 114-077 113-310 -0-087 -0.2% 114-210
High 114-102 114-075 -0-027 -0.1% 114-282
Low 113-280 113-310 0-030 0.1% 114-155
Close 113-302 114-035 0-053 0.1% 114-232
Range 0-142 0-085 -0-057 -40.1% 0-127
ATR 0-120 0-118 -0-002 -1.6% 0-000
Volume 173,653 374,183 200,530 115.5% 1,569,877
Daily Pivots for day following 06-Apr-2010
Classic Woodie Camarilla DeMark
R4 114-288 114-247 114-082
R3 114-203 114-162 114-058
R2 114-118 114-118 114-051
R1 114-077 114-077 114-043 114-098
PP 114-033 114-033 114-033 114-044
S1 113-312 113-312 114-027 114-012
S2 113-268 113-268 114-019
S3 113-183 113-227 114-012
S4 113-098 113-142 113-308
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% 23% False False 343,994
10 115-150 113-280 1-190 1.4% 0-119 0.3% 15% False False 422,755
20 115-240 113-280 1-280 1.6% 0-111 0.3% 13% False False 413,660
40 116-047 113-280 2-087 2.0% 0-109 0.3% 10% False False 309,536
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115-116
2.618 114-298
1.618 114-213
1.000 114-160
0.618 114-128
HIGH 114-075
0.618 114-043
0.500 114-032
0.382 114-022
LOW 113-310
0.618 113-257
1.000 113-225
1.618 113-172
2.618 113-087
4.250 112-269
Fisher Pivots for day following 06-Apr-2010
Pivot 1 day 3 day
R1 114-034 114-121
PP 114-033 114-092
S1 114-032 114-064

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

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