ECBOT 5 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 07-Apr-2010
Day Change Summary
Previous Current
06-Apr-2010 07-Apr-2010 Change Change % Previous Week
Open 113-310 114-057 0-067 0.2% 114-210
High 114-075 114-207 0-132 0.4% 114-282
Low 113-310 114-050 0-060 0.2% 114-155
Close 114-035 114-192 0-157 0.4% 114-232
Range 0-085 0-157 0-072 84.7% 0-127
ATR 0-118 0-122 0-004 3.3% 0-000
Volume 374,183 476,331 102,148 27.3% 1,569,877
Daily Pivots for day following 07-Apr-2010
Classic Woodie Camarilla DeMark
R4 115-301 115-243 114-278
R3 115-144 115-086 114-235
R2 114-307 114-307 114-221
R1 114-249 114-249 114-206 114-278
PP 114-150 114-150 114-150 114-164
S1 114-092 114-092 114-178 114-121
S2 113-313 113-313 114-163
S3 113-156 113-255 114-149
S4 112-319 113-098 114-106
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% 0-115 0.3% 72% False False 379,670
10 115-102 113-280 1-142 1.3% 0-128 0.3% 50% False False 435,062
20 115-225 113-280 1-265 1.6% 0-114 0.3% 40% False False 423,284
40 116-047 113-280 2-087 2.0% 0-111 0.3% 32% False False 321,438
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 0-025
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 116-234
2.618 115-298
1.618 115-141
1.000 115-044
0.618 114-304
HIGH 114-207
0.618 114-147
0.500 114-128
0.382 114-110
LOW 114-050
0.618 113-273
1.000 113-213
1.618 113-116
2.618 112-279
4.250 112-023
Fisher Pivots for day following 07-Apr-2010
Pivot 1 day 3 day
R1 114-171 114-156
PP 114-150 114-120
S1 114-128 114-084

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

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