ECBOT 5 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 24-Jun-2010
Day Change Summary
Previous Current
23-Jun-2010 24-Jun-2010 Change Change % Previous Week
Open 117-140 117-217 0-077 0.2% 117-000
High 117-245 117-317 0-072 0.2% 117-130
Low 117-117 117-202 0-085 0.2% 116-210
Close 117-220 117-237 0-017 0.0% 117-050
Range 0-128 0-115 -0-013 -10.2% 0-240
ATR 0-153 0-151 -0-003 -1.8% 0-000
Volume 433,583 576,864 143,281 33.0% 1,955,892
Daily Pivots for day following 24-Jun-2010
Classic Woodie Camarilla DeMark
R4 118-277 118-212 117-300
R3 118-162 118-097 117-269
R2 118-047 118-047 117-258
R1 117-302 117-302 117-248 118-014
PP 117-252 117-252 117-252 117-268
S1 117-187 117-187 117-226 117-220
S2 117-137 117-137 117-216
S3 117-022 117-072 117-205
S4 116-227 116-277 117-174
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
5 117-317 116-235 1-082 1.1% 0-124 0.3% 80% True False 437,817
10 117-317 116-210 1-107 1.1% 0-136 0.4% 81% True False 417,963
20 117-317 116-020 1-297 1.6% 0-158 0.4% 87% True False 450,139
40 117-317 114-070 3-247 3.2% 0-152 0.4% 93% True False 244,916
60 117-317 112-250 5-067 4.4% 0-108 0.3% 95% True False 163,329
Crabel Price Patterns
NR True
NR4 True
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 0-029
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 119-166
2.618 118-298
1.618 118-183
1.000 118-112
0.618 118-068
HIGH 117-317
0.618 117-273
0.500 117-260
0.382 117-246
LOW 117-202
0.618 117-131
1.000 117-087
1.618 117-016
2.618 116-221
4.250 116-033
Fisher Pivots for day following 24-Jun-2010
Pivot 1 day 3 day
R1 117-260 117-211
PP 117-252 117-185
S1 117-244 117-160

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

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