ECBOT 5 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 26-May-2010
Day Change Summary
Previous Current
25-May-2010 26-May-2010 Change Change % Previous Week
Open 117-280 117-260 -0-020 -0.1% 117-047
High 118-155 117-287 -0-188 -0.5% 118-110
Low 117-255 117-082 -0-173 -0.5% 116-282
Close 117-277 117-157 -0-120 -0.3% 117-270
Range 0-220 0-205 -0-015 -6.8% 1-148
ATR 0-188 0-189 0-001 0.6% 0-000
Volume 684,524 1,008,580 324,056 47.3% 3,396,636
Daily Pivots for day following 26-May-2010
Classic Woodie Camarilla DeMark
R4 119-150 119-039 117-270
R3 118-265 118-154 117-213
R2 118-060 118-060 117-195
R1 117-269 117-269 117-176 117-222
PP 117-175 117-175 117-175 117-152
S1 117-064 117-064 117-138 117-017
S2 116-290 116-290 117-119
S3 116-085 116-179 117-101
S4 115-200 115-294 117-044
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 122-025 121-135 118-207
R3 120-197 119-307 118-079
R2 119-049 119-049 118-036
R1 118-159 118-159 117-313 118-264
PP 117-221 117-221 117-221 117-273
S1 117-011 117-011 117-227 117-116
S2 116-073 116-073 117-184
S3 114-245 115-183 117-141
S4 113-097 114-035 117-013
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-155 117-077 1-078 1.1% 0-200 0.5% 20% False False 814,926
10 118-155 116-117 2-038 1.8% 0-189 0.5% 53% False False 680,658
20 118-155 115-047 3-108 2.8% 0-199 0.5% 70% False False 645,410
40 118-155 113-280 4-195 3.9% 0-164 0.4% 78% False False 538,649
60 118-155 113-280 4-195 3.9% 0-147 0.4% 78% False False 502,316
80 118-155 113-280 4-195 3.9% 0-134 0.4% 78% False False 406,407
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 0-035
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-198
2.618 119-184
1.618 118-299
1.000 118-172
0.618 118-094
HIGH 117-287
0.618 117-209
0.500 117-184
0.382 117-160
LOW 117-082
0.618 116-275
1.000 116-197
1.618 116-070
2.618 115-185
4.250 114-171
Fisher Pivots for day following 26-May-2010
Pivot 1 day 3 day
R1 117-184 117-278
PP 117-175 117-238
S1 117-166 117-198

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

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