ECBOT 10 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 27-Jan-2010

Day Change Summary
	Previous	Current
	26-Jan-2010	27-Jan-2010	Change	Change %	Previous Week
Open	117-235	117-270	0-035	0.1%	117-100
High	118-070	118-090	0-020	0.1%	118-015
Low	117-210	117-180	-0-030	-0.1%	116-300
Close	117-265	117-210	-0-055	-0.1%	117-290
Range	0-180	0-230	0-050	27.8%	1-035
ATR	0-199	0-201	0-002	1.1%	0-000
Volume	583,391	765,667	182,276	31.2%	3,806,940

Daily Pivots for day following 27-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	119-317	119-173	118-016
R3	119-087	118-263	117-273
R2	118-177	118-177	117-252
R1	118-033	118-033	117-231	117-310
PP	117-267	117-267	117-267	117-245
S1	117-123	117-123	117-189	117-080
S2	117-037	117-037	117-168
S3	116-127	116-213	117-147
S4	115-217	115-303	117-084

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	118-090	117-055	1-035	0.9%	0-173	0.5%	44%	True	False	864,391
10	118-090	116-080	2-010	1.7%	0-186	0.5%	69%	True	False	889,217
20	118-090	114-285	3-125	2.9%	0-190	0.5%	82%	True	False	733,078
40	120-150	114-285	5-185	4.7%	0-210	0.6%	50%	False	False	721,422
60	120-150	114-285	5-185	4.7%	0-203	0.5%	50%	False	False	498,179
80	120-150	114-285	5-185	4.7%	0-206	0.5%	50%	False	False	373,897

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-039
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	121-108
2.618	120-052
1.618	119-142
1.000	119-000
0.618	118-232
HIGH	118-090
0.618	118-002
0.500	117-295
0.382	117-268
LOW	117-180
0.618	117-038
1.000	116-270
1.618	116-128
2.618	115-218
4.250	114-162

Fisher Pivots for day following 27-Jan-2010
Pivot	1 day	3 day
R1	117-295	117-292
PP	117-267	117-265
S1	117-238	117-238

Download as Excel Spreadsheet

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

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