ECBOT 10 Year T-Note Future March 2010

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

Day Change Summary
	Previous	Current
	25-Jan-2010	26-Jan-2010	Change	Change %	Previous Week
Open	117-245	117-235	-0-010	0.0%	117-100
High	117-280	118-070	0-110	0.3%	118-015
Low	117-175	117-210	0-035	0.1%	116-300
Close	117-235	117-265	0-030	0.1%	117-290
Range	0-105	0-180	0-075	71.4%	1-035
ATR	0-200	0-199	-0-001	-0.7%	0-000
Volume	960,238	583,391	-376,847	-39.2%	3,806,940

Daily Pivots for day following 26-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	119-188	119-087	118-044
R3	119-008	118-227	117-314
R2	118-148	118-148	117-298
R1	118-047	118-047	117-282	118-098
PP	117-288	117-288	117-288	117-314
S1	117-187	117-187	117-248	117-238
S2	117-108	117-108	117-232
S3	116-248	117-007	117-216
S4	116-068	116-147	117-166

Weekly Pivots for week ending 22-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	120-307	120-173	118-165
R3	119-272	119-138	118-068
R2	118-237	118-237	118-035
R1	118-103	118-103	118-003	118-170
PP	117-202	117-202	117-202	117-235
S1	117-068	117-068	117-257	117-135
S2	116-167	116-167	117-225
S3	115-132	116-033	117-192
S4	114-097	114-318	117-095

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-070	117-035	1-035	0.9%	0-159	0.4%	65%	True	False	880,975
10	118-070	116-010	2-060	1.9%	0-190	0.5%	82%	True	False	870,097
20	118-070	114-285	3-105	2.8%	0-188	0.5%	88%	True	False	711,867
40	120-150	114-285	5-185	4.7%	0-210	0.6%	53%	False	False	713,876
60	120-150	114-285	5-185	4.7%	0-203	0.5%	53%	False	False	485,446
80	120-150	114-285	5-185	4.7%	0-204	0.5%	53%	False	False	364,332

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-030
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120-195
2.618	119-221
1.618	119-041
1.000	118-250
0.618	118-181
HIGH	118-070
0.618	118-001
0.500	117-300
0.382	117-279
LOW	117-210
0.618	117-099
1.000	117-030
1.618	116-239
2.618	116-059
4.250	115-085

Fisher Pivots for day following 26-Jan-2010
Pivot	1 day	3 day
R1	117-300	117-282
PP	117-288	117-277
S1	117-277	117-271

Download as Excel Spreadsheet

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

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