ECBOT 5 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 12-Apr-2010
Day Change Summary
Previous Current
09-Apr-2010 12-Apr-2010 Change Change % Previous Week
Open 114-162 114-122 -0-040 -0.1% 114-077
High 114-187 114-265 0-078 0.2% 114-250
Low 114-100 114-100 0-000 0.0% 113-280
Close 114-160 114-237 0-077 0.2% 114-160
Range 0-087 0-165 0-078 89.7% 0-290
ATR 0-118 0-121 0-003 2.9% 0-000
Volume 453,479 331,319 -122,160 -26.9% 1,987,432
Daily Pivots for day following 12-Apr-2010
Classic Woodie Camarilla DeMark
R4 116-056 115-311 115-008
R3 115-211 115-146 114-282
R2 115-046 115-046 114-267
R1 114-301 114-301 114-252 115-014
PP 114-201 114-201 114-201 114-217
S1 114-136 114-136 114-222 114-168
S2 114-036 114-036 114-207
S3 113-191 113-291 114-192
S4 113-026 113-126 114-146
Weekly Pivots for week ending 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 117-033 116-227 115-000
R3 116-063 115-257 114-240
R2 115-093 115-093 114-213
R1 114-287 114-287 114-187 115-030
PP 114-123 114-123 114-123 114-155
S1 113-317 113-317 114-133 114-060
S2 113-153 113-153 114-107
S3 112-183 113-027 114-080
S4 111-213 112-057 114-000
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-265 113-310 0-275 0.7% 0-119 0.3% 90% True False 429,019
10 114-282 113-280 1-002 0.9% 0-108 0.3% 86% False False 388,862
20 115-220 113-280 1-260 1.6% 0-114 0.3% 48% False False 425,693
40 116-047 113-280 2-087 2.0% 0-114 0.3% 38% False False 353,674
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 0-024
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 117-006
2.618 116-057
1.618 115-212
1.000 115-110
0.618 115-047
HIGH 114-265
0.618 114-202
0.500 114-182
0.382 114-163
LOW 114-100
0.618 113-318
1.000 113-255
1.618 113-153
2.618 112-308
4.250 112-039
Fisher Pivots for day following 12-Apr-2010
Pivot 1 day 3 day
R1 114-219 114-219
PP 114-201 114-201
S1 114-182 114-182

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

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