ECBOT 5 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 18-Jun-2010
Day Change Summary
Previous Current
17-Jun-2010 18-Jun-2010 Change Change % Previous Week
Open 117-290 118-015 0-045 0.1% 117-207
High 118-047 118-022 -0-025 -0.1% 118-047
Low 117-245 117-292 0-047 0.1% 117-152
Close 118-027 117-297 -0-050 -0.1% 117-297
Range 0-122 0-050 -0-072 -59.0% 0-215
ATR 0-156 0-148 -0-007 -4.6% 0-000
Volume 5,600 4,685 -915 -16.3% 42,345
Daily Pivots for day following 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 118-140 118-109 118-004
R3 118-090 118-059 117-311
R2 118-040 118-040 117-306
R1 118-009 118-009 117-302 118-000
PP 117-310 117-310 117-310 117-306
S1 117-279 117-279 117-292 117-270
S2 117-260 117-260 117-288
S3 117-210 117-229 117-283
S4 117-160 117-179 117-270
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 119-277 119-182 118-095
R3 119-062 118-287 118-036
R2 118-167 118-167 118-016
R1 118-072 118-072 117-317 118-120
PP 117-272 117-272 117-272 117-296
S1 117-177 117-177 117-277 117-224
S2 117-057 117-057 117-258
S3 116-162 116-282 117-238
S4 115-267 116-067 117-179
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-047 117-152 0-215 0.6% 0-087 0.2% 67% False False 8,469
10 118-060 117-142 0-238 0.6% 0-101 0.3% 65% False False 11,886
20 118-155 116-277 1-198 1.4% 0-145 0.4% 66% False False 302,404
40 118-155 114-235 3-240 3.2% 0-171 0.5% 85% False False 440,141
60 118-155 113-280 4-195 3.9% 0-152 0.4% 88% False False 439,916
80 118-155 113-280 4-195 3.9% 0-143 0.4% 88% False False 432,697
100 118-155 113-280 4-195 3.9% 0-129 0.3% 88% False False 352,313
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 False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-022
Narrowest range in 87 trading days
Fibonacci Retracements and Extensions
4.250 118-234
2.618 118-153
1.618 118-103
1.000 118-072
0.618 118-053
HIGH 118-022
0.618 118-003
0.500 117-317
0.382 117-311
LOW 117-292
0.618 117-261
1.000 117-242
1.618 117-211
2.618 117-161
4.250 117-080
Fisher Pivots for day following 18-Jun-2010
Pivot 1 day 3 day
R1 117-317 117-296
PP 117-310 117-295
S1 117-304 117-294

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

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