ECBOT 5 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 17-May-2010
Day Change Summary
Previous Current
14-May-2010 17-May-2010 Change Change % Previous Week
Open 116-222 117-047 0-145 0.4% 116-167
High 117-117 117-157 0-040 0.1% 117-117
Low 116-207 116-305 0-098 0.3% 116-000
Close 117-065 117-020 -0-045 -0.1% 117-065
Range 0-230 0-172 -0-058 -25.2% 1-117
ATR 0-182 0-182 -0-001 -0.4% 0-000
Volume 457,127 718,864 261,737 57.3% 2,869,584
Daily Pivots for day following 17-May-2010
Classic Woodie Camarilla DeMark
R4 118-250 118-147 117-115
R3 118-078 117-295 117-067
R2 117-226 117-226 117-052
R1 117-123 117-123 117-036 117-088
PP 117-054 117-054 117-054 117-037
S1 116-271 116-271 117-004 116-236
S2 116-202 116-202 116-308
S3 116-030 116-099 116-293
S4 115-178 115-247 116-245
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 120-305 120-142 117-305
R3 119-188 119-025 117-185
R2 118-071 118-071 117-145
R1 117-228 117-228 117-105 117-310
PP 116-274 116-274 116-274 116-315
S1 116-111 116-111 117-025 116-192
S2 115-157 115-157 116-305
S3 114-040 114-314 116-265
S4 112-243 113-197 116-145
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-157 116-117 1-040 1.0% 0-162 0.4% 62% True False 546,212
10 117-167 115-192 1-295 1.6% 0-223 0.6% 76% False False 624,018
20 117-167 114-235 2-252 2.4% 0-183 0.5% 84% False False 544,846
40 117-167 113-280 3-207 3.1% 0-152 0.4% 87% False False 489,805
60 117-167 113-280 3-207 3.1% 0-138 0.4% 87% False False 454,467
80 117-167 113-280 3-207 3.1% 0-118 0.3% 87% False False 341,970
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-052
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-248
2.618 118-287
1.618 118-115
1.000 118-009
0.618 117-263
HIGH 117-157
0.618 117-091
0.500 117-071
0.382 117-051
LOW 116-305
0.618 116-199
1.000 116-133
1.618 116-027
2.618 115-175
4.250 114-214
Fisher Pivots for day following 17-May-2010
Pivot 1 day 3 day
R1 117-071 117-006
PP 117-054 116-311
S1 117-037 116-297

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

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