ECBOT 5 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 04-Jun-2010
Day Change Summary
Previous Current
03-Jun-2010 04-Jun-2010 Change Change % Previous Week
Open 116-150 116-120 -0-030 -0.1% 116-200
High 116-180 117-090 0-230 0.6% 117-090
Low 116-020 116-110 0-090 0.2% 116-020
Close 116-110 117-080 0-290 0.8% 117-080
Range 0-160 0-300 0-140 87.5% 1-070
ATR 0-165 0-175 0-010 5.8% 0-000
Volume 442,302 473,011 30,709 6.9% 1,869,206
Daily Pivots for day following 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 119-247 119-143 117-245
R3 118-267 118-163 117-162
R2 117-287 117-287 117-135
R1 117-183 117-183 117-108 117-235
PP 116-307 116-307 116-307 117-012
S1 116-203 116-203 117-052 116-255
S2 116-007 116-007 117-025
S3 115-027 115-223 116-318
S4 114-047 114-243 116-235
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 120-167 120-033 117-294
R3 119-097 118-283 117-187
R2 118-027 118-027 117-152
R1 117-213 117-213 117-116 117-280
PP 116-277 116-277 116-277 116-310
S1 116-143 116-143 117-044 116-210
S2 115-207 115-207 117-008
S3 114-137 115-073 116-293
S4 113-067 114-003 116-186
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-090 116-020 1-070 1.0% 0-196 0.5% 97% True False 467,714
10 117-220 116-020 1-200 1.4% 0-199 0.5% 73% False False 357,414
20 117-220 115-020 2-200 2.2% 0-178 0.5% 83% False False 186,395
40 117-220 113-120 4-100 3.7% 0-114 0.3% 90% False False 93,536
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-026
Widest range in 52 trading days
Fibonacci Retracements and Extensions
4.250 121-085
2.618 119-235
1.618 118-255
1.000 118-070
0.618 117-275
HIGH 117-090
0.618 116-295
0.500 116-260
0.382 116-225
LOW 116-110
0.618 115-245
1.000 115-130
1.618 114-265
2.618 113-285
4.250 112-115
Fisher Pivots for day following 04-Jun-2010
Pivot 1 day 3 day
R1 117-033 117-018
PP 116-307 116-277
S1 116-260 116-215

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

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