ECBOT 5 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 11-Jun-2010
Day Change Summary
Previous Current
10-Jun-2010 11-Jun-2010 Change Change % Previous Week
Open 117-110 116-210 -0-220 -0.6% 117-140
High 117-110 117-050 -0-060 -0.2% 117-150
Low 116-200 116-210 0-010 0.0% 116-200
Close 116-220 117-050 0-150 0.4% 117-050
Range 0-230 0-160 -0-070 -30.4% 0-270
ATR 0-167 0-166 0-000 -0.3% 0-000
Volume 425,481 495,549 70,068 16.5% 2,373,270
Daily Pivots for day following 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 118-157 118-103 117-138
R3 117-317 117-263 117-094
R2 117-157 117-157 117-079
R1 117-103 117-103 117-065 117-130
PP 116-317 116-317 116-317 117-010
S1 116-263 116-263 117-035 116-290
S2 116-157 116-157 117-021
S3 115-317 116-103 117-006
S4 115-157 115-263 116-282
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 119-197 119-073 117-198
R3 118-247 118-123 117-124
R2 117-297 117-297 117-100
R1 117-173 117-173 117-075 117-100
PP 117-027 117-027 117-027 116-310
S1 116-223 116-223 117-025 116-150
S2 116-077 116-077 117-000
S3 115-127 115-273 116-296
S4 114-177 115-003 116-222
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-150 116-200 0-270 0.7% 0-144 0.4% 63% False False 474,654
10 117-150 116-020 1-130 1.2% 0-170 0.5% 78% False False 471,184
20 117-220 115-280 1-260 1.5% 0-182 0.5% 71% False False 303,067
40 117-220 113-240 3-300 3.4% 0-131 0.3% 87% False False 152,848
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-090
2.618 118-149
1.618 117-309
1.000 117-210
0.618 117-149
HIGH 117-050
0.618 116-309
0.500 116-290
0.382 116-271
LOW 116-210
0.618 116-111
1.000 116-050
1.618 115-271
2.618 115-111
4.250 114-170
Fisher Pivots for day following 11-Jun-2010
Pivot 1 day 3 day
R1 117-023 117-032
PP 116-317 117-013
S1 116-290 116-315

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

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