ECBOT 5 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 03-Jun-2010
Day Change Summary
Previous Current
02-Jun-2010 03-Jun-2010 Change Change % Previous Week
Open 116-280 116-150 -0-130 -0.3% 116-280
High 116-290 116-180 -0-110 -0.3% 117-220
Low 116-130 116-020 -0-110 -0.3% 116-040
Close 116-150 116-110 -0-040 -0.1% 116-220
Range 0-160 0-160 0-000 0.0% 1-180
ATR 0-166 0-165 0-000 -0.2% 0-000
Volume 520,400 442,302 -78,098 -15.0% 1,652,824
Daily Pivots for day following 03-Jun-2010
Classic Woodie Camarilla DeMark
R4 117-263 117-187 116-198
R3 117-103 117-027 116-154
R2 116-263 116-263 116-139
R1 116-187 116-187 116-125 116-145
PP 116-103 116-103 116-103 116-082
S1 116-027 116-027 116-095 115-305
S2 115-263 115-263 116-081
S3 115-103 115-187 116-066
S4 114-263 115-027 116-022
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 121-167 120-213 117-175
R3 119-307 119-033 117-038
R2 118-127 118-127 116-312
R1 117-173 117-173 116-266 117-060
PP 116-267 116-267 116-267 116-210
S1 115-313 115-313 116-174 115-200
S2 115-087 115-087 116-128
S3 113-227 114-133 116-082
S4 112-047 112-273 115-265
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-020 116-020 1-000 0.9% 0-186 0.5% 28% False True 494,485
10 117-220 116-020 1-200 1.4% 0-195 0.5% 17% False True 313,084
20 117-220 115-020 2-200 2.3% 0-176 0.5% 49% False False 162,905
40 117-220 113-120 4-100 3.7% 0-106 0.3% 69% False False 81,713
Crabel Price Patterns
NR False
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 0-026
Fibonacci Retracements and Extensions
4.250 118-220
2.618 117-279
1.618 117-119
1.000 117-020
0.618 116-279
HIGH 116-180
0.618 116-119
0.500 116-100
0.382 116-081
LOW 116-020
0.618 115-241
1.000 115-180
1.618 115-081
2.618 114-241
4.250 113-300
Fisher Pivots for day following 03-Jun-2010
Pivot 1 day 3 day
R1 116-107 116-180
PP 116-103 116-157
S1 116-100 116-133

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

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