ECBOT 5 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 07-Jun-2010
Day Change Summary
Previous Current
04-Jun-2010 07-Jun-2010 Change Change % Previous Week
Open 116-120 117-140 1-020 0.9% 116-200
High 117-090 117-150 0-060 0.2% 117-090
Low 116-110 117-010 0-220 0.6% 116-020
Close 117-080 117-080 0-000 0.0% 117-080
Range 0-300 0-140 -0-160 -53.3% 1-070
ATR 0-175 0-172 -0-002 -1.4% 0-000
Volume 473,011 667,101 194,090 41.0% 1,869,206
Daily Pivots for day following 07-Jun-2010
Classic Woodie Camarilla DeMark
R4 118-180 118-110 117-157
R3 118-040 117-290 117-118
R2 117-220 117-220 117-106
R1 117-150 117-150 117-093 117-115
PP 117-080 117-080 117-080 117-062
S1 117-010 117-010 117-067 116-295
S2 116-260 116-260 117-054
S3 116-120 116-190 117-042
S4 115-300 116-050 117-003
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
5 117-150 116-020 1-130 1.2% 0-188 0.5% 84% True False 507,261
10 117-220 116-020 1-200 1.4% 0-192 0.5% 73% False False 418,913
20 117-220 115-020 2-200 2.2% 0-178 0.5% 83% False False 219,502
40 117-220 113-190 4-030 3.5% 0-118 0.3% 89% False False 110,211
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-021
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 119-105
2.618 118-197
1.618 118-057
1.000 117-290
0.618 117-237
HIGH 117-150
0.618 117-097
0.500 117-080
0.382 117-063
LOW 117-010
0.618 116-243
1.000 116-190
1.618 116-103
2.618 115-283
4.250 115-055
Fisher Pivots for day following 07-Jun-2010
Pivot 1 day 3 day
R1 117-080 117-028
PP 117-080 116-297
S1 117-080 116-245

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

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