ECBOT 5 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 23-Jun-2010
Day Change Summary
Previous Current
22-Jun-2010 23-Jun-2010 Change Change % Previous Week
Open 117-032 117-140 0-108 0.3% 117-000
High 117-160 117-245 0-085 0.2% 117-130
Low 117-002 117-117 0-115 0.3% 116-210
Close 117-142 117-220 0-078 0.2% 117-050
Range 0-158 0-128 -0-030 -19.0% 0-240
ATR 0-155 0-153 -0-002 -1.3% 0-000
Volume 438,221 433,583 -4,638 -1.1% 1,955,892
Daily Pivots for day following 23-Jun-2010
Classic Woodie Camarilla DeMark
R4 118-258 118-207 117-290
R3 118-130 118-079 117-255
R2 118-002 118-002 117-243
R1 117-271 117-271 117-232 117-296
PP 117-194 117-194 117-194 117-207
S1 117-143 117-143 117-208 117-168
S2 117-066 117-066 117-197
S3 116-258 117-015 117-185
S4 116-130 116-207 117-150
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 119-103 118-317 117-182
R3 118-183 118-077 117-116
R2 117-263 117-263 117-094
R1 117-157 117-157 117-072 117-210
PP 117-023 117-023 117-023 117-050
S1 116-237 116-237 117-028 116-290
S2 116-103 116-103 117-006
S3 115-183 115-317 116-304
S4 114-263 115-077 116-238
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-245 116-235 1-010 0.9% 0-135 0.4% 92% True False 394,516
10 117-245 116-200 1-045 1.0% 0-148 0.4% 93% True False 402,825
20 117-245 116-020 1-225 1.4% 0-163 0.4% 95% True False 439,298
40 117-245 114-070 3-175 3.0% 0-152 0.4% 98% True False 230,522
60 117-245 112-250 4-315 4.2% 0-106 0.3% 98% True False 153,715
Crabel Price Patterns
NR True
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 0-028
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 119-149
2.618 118-260
1.618 118-132
1.000 118-053
0.618 118-004
HIGH 117-245
0.618 117-196
0.500 117-181
0.382 117-166
LOW 117-117
0.618 117-038
1.000 116-309
1.618 116-230
2.618 116-102
4.250 115-213
Fisher Pivots for day following 23-Jun-2010
Pivot 1 day 3 day
R1 117-207 117-173
PP 117-194 117-127
S1 117-181 117-080

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

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