ECBOT 5 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 11-Jun-2010
Day Change Summary
Previous Current
10-Jun-2010 11-Jun-2010 Change Change % Previous Week
Open 117-282 117-155 -0-127 -0.3% 118-042
High 117-282 117-297 0-015 0.0% 118-060
Low 117-142 117-155 0-013 0.0% 117-142
Close 117-147 117-297 0-150 0.4% 117-297
Range 0-140 0-142 0-002 1.4% 0-238
ATR 0-173 0-171 -0-002 -0.9% 0-000
Volume 8,213 5,620 -2,593 -31.6% 76,524
Daily Pivots for day following 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 119-036 118-308 118-055
R3 118-214 118-166 118-016
R2 118-072 118-072 118-003
R1 118-024 118-024 117-310 118-048
PP 117-250 117-250 117-250 117-262
S1 117-202 117-202 117-284 117-226
S2 117-108 117-108 117-271
S3 116-286 117-060 117-258
S4 116-144 116-238 117-219
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 120-027 119-240 118-108
R3 119-109 119-002 118-042
R2 118-191 118-191 118-021
R1 118-084 118-084 117-319 118-018
PP 117-273 117-273 117-273 117-240
S1 117-166 117-166 117-275 117-100
S2 117-035 117-035 117-253
S3 116-117 116-248 117-232
S4 115-199 116-010 117-166
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-060 117-142 0-238 0.6% 0-116 0.3% 65% False False 15,304
10 118-060 116-277 1-103 1.1% 0-148 0.4% 80% False False 134,191
20 118-155 116-207 1-268 1.6% 0-175 0.5% 70% False False 450,371
40 118-155 114-235 3-240 3.2% 0-177 0.5% 85% False False 493,214
60 118-155 113-280 4-195 3.9% 0-156 0.4% 88% False False 470,127
80 118-155 113-280 4-195 3.9% 0-146 0.4% 88% False False 439,411
100 118-155 113-280 4-195 3.9% 0-125 0.3% 88% False False 351,890
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-018
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 119-260
2.618 119-029
1.618 118-207
1.000 118-119
0.618 118-065
HIGH 117-297
0.618 117-243
0.500 117-226
0.382 117-209
LOW 117-155
0.618 117-067
1.000 117-013
1.618 116-245
2.618 116-103
4.250 115-192
Fisher Pivots for day following 11-Jun-2010
Pivot 1 day 3 day
R1 117-273 117-279
PP 117-250 117-260
S1 117-226 117-242

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

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