ECBOT 5 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 16-Jun-2010
Day Change Summary
Previous Current
15-Jun-2010 16-Jun-2010 Change Change % Previous Week
Open 117-015 116-267 -0-068 -0.2% 117-140
High 117-067 117-060 -0-007 0.0% 117-150
Low 116-242 116-252 0-010 0.0% 116-200
Close 116-267 116-300 0-033 0.1% 117-050
Range 0-145 0-128 -0-017 -11.7% 0-270
ATR 0-164 0-162 -0-003 -1.6% 0-000
Volume 340,826 364,091 23,265 6.8% 2,373,270
Daily Pivots for day following 16-Jun-2010
Classic Woodie Camarilla DeMark
R4 118-055 117-305 117-050
R3 117-247 117-177 117-015
R2 117-119 117-119 117-003
R1 117-049 117-049 116-312 117-084
PP 116-311 116-311 116-311 117-008
S1 116-241 116-241 116-288 116-276
S2 116-183 116-183 116-277
S3 116-055 116-113 116-265
S4 115-247 115-305 116-230
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
5 117-110 116-200 0-230 0.6% 0-161 0.4% 43% False False 411,134
10 117-150 116-020 1-130 1.2% 0-160 0.4% 62% False False 442,322
20 117-220 116-020 1-200 1.4% 0-176 0.5% 54% False False 356,555
40 117-220 113-240 3-300 3.4% 0-139 0.4% 81% False False 181,213
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-019
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 118-284
2.618 118-075
1.618 117-267
1.000 117-188
0.618 117-139
HIGH 117-060
0.618 117-011
0.500 116-316
0.382 116-301
LOW 116-252
0.618 116-173
1.000 116-124
1.618 116-045
2.618 115-237
4.250 115-028
Fisher Pivots for day following 16-Jun-2010
Pivot 1 day 3 day
R1 116-316 116-300
PP 116-311 116-299
S1 116-305 116-298

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

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