ECBOT 10 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 26-Feb-2010

Day Change Summary
	Previous	Current
	25-Feb-2010	26-Feb-2010	Change	Change %	Previous Week
Open	118-030	118-190	0-160	0.4%	117-060
High	118-215	118-305	0-090	0.2%	118-305
Low	118-005	118-155	0-150	0.4%	117-015
Close	118-180	118-290	0-110	0.3%	118-290
Range	0-210	0-150	-0-060	-28.6%	1-290
ATR	0-204	0-200	-0-004	-1.9%	0-000
Volume	1,610,296	1,423,304	-186,992	-11.6%	6,515,388

Daily Pivots for day following 26-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	120-060	120-005	119-052
R3	119-230	119-175	119-011
R2	119-080	119-080	118-318
R1	119-025	119-025	118-304	119-052
PP	118-250	118-250	118-250	118-264
S1	118-195	118-195	118-276	118-222
S2	118-100	118-100	118-262
S3	117-270	118-045	118-249
S4	117-120	117-215	118-208

Weekly Pivots for week ending 26-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	124-007	123-118	119-306
R3	122-037	121-148	119-138
R2	120-067	120-067	119-082
R1	119-178	119-178	119-026	119-282
PP	118-097	118-097	118-097	118-149
S1	117-208	117-208	118-234	117-312
S2	116-127	116-127	118-178
S3	114-157	115-238	118-122
S4	112-187	113-268	117-274

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-305	117-015	1-290	1.6%	0-186	0.5%	98%	True	False	1,303,077
10	118-305	116-285	2-020	1.7%	0-198	0.5%	98%	True	False	1,158,634
20	118-305	116-285	2-020	1.7%	0-203	0.5%	98%	True	False	1,106,474
40	118-305	114-285	4-020	3.4%	0-198	0.5%	99%	True	False	940,199
60	120-150	114-285	5-185	4.7%	0-207	0.5%	72%	False	False	859,851
80	120-150	114-285	5-185	4.7%	0-202	0.5%	72%	False	False	663,569
100	120-150	114-285	5-185	4.7%	0-204	0.5%	72%	False	False	531,098

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	0-040
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	120-302
2.618	120-058
1.618	119-228
1.000	119-135
0.618	119-078
HIGH	118-305
0.618	118-248
0.500	118-230
0.382	118-212
LOW	118-155
0.618	118-062
1.000	118-005
1.618	117-232
2.618	117-082
4.250	116-158

Fisher Pivots for day following 26-Feb-2010
Pivot	1 day	3 day
R1	118-270	118-237
PP	118-250	118-183
S1	118-230	118-130

Download as Excel Spreadsheet

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

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