ECBOT 5 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 16-Jun-2010
Day Change Summary
Previous Current
15-Jun-2010 16-Jun-2010 Change Change % Previous Week
Open 117-255 117-240 -0-015 0.0% 118-042
High 117-290 117-277 -0-013 0.0% 118-060
Low 117-185 117-222 0-037 0.1% 117-142
Close 117-207 117-240 0-033 0.1% 117-297
Range 0-105 0-055 -0-050 -47.6% 0-238
ATR 0-165 0-158 -0-007 -4.1% 0-000
Volume 12,077 8,125 -3,952 -32.7% 76,524
Daily Pivots for day following 16-Jun-2010
Classic Woodie Camarilla DeMark
R4 118-091 118-061 117-270
R3 118-036 118-006 117-255
R2 117-301 117-301 117-250
R1 117-271 117-271 117-245 117-268
PP 117-246 117-246 117-246 117-245
S1 117-216 117-216 117-235 117-212
S2 117-191 117-191 117-230
S3 117-136 117-161 117-225
S4 117-081 117-106 117-210
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
5 117-297 117-142 0-155 0.4% 0-109 0.3% 63% False False 9,178
10 118-060 116-277 1-103 1.1% 0-126 0.3% 67% False False 22,679
20 118-155 116-277 1-198 1.4% 0-157 0.4% 55% False False 368,727
40 118-155 114-235 3-240 3.2% 0-173 0.5% 80% False False 459,573
60 118-155 113-280 4-195 3.9% 0-155 0.4% 84% False False 450,931
80 118-155 113-280 4-195 3.9% 0-145 0.4% 84% False False 438,313
100 118-155 113-280 4-195 3.9% 0-128 0.3% 84% False False 352,211
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-022
Narrowest range in 85 trading days
Fibonacci Retracements and Extensions
4.250 118-191
2.618 118-101
1.618 118-046
1.000 118-012
0.618 117-311
HIGH 117-277
0.618 117-256
0.500 117-250
0.382 117-243
LOW 117-222
0.618 117-188
1.000 117-167
1.618 117-133
2.618 117-078
4.250 116-308
Fisher Pivots for day following 16-Jun-2010
Pivot 1 day 3 day
R1 117-250 117-234
PP 117-246 117-227
S1 117-243 117-221

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

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