ECBOT 10 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 01-Feb-2010

Day Change Summary
	Previous	Current
	29-Jan-2010	01-Feb-2010	Change	Change %	Previous Week
Open	117-270	118-090	0-140	0.4%	117-245
High	118-140	118-095	-0-045	-0.1%	118-140
Low	117-110	117-230	0-120	0.3%	117-080
Close	118-050	117-275	-0-095	-0.3%	118-050
Range	1-030	0-185	-0-165	-47.1%	1-060
ATR	0-212	0-210	-0-002	-0.9%	0-000
Volume	1,184,205	1,211,739	27,534	2.3%	4,562,043

Daily Pivots for day following 01-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	119-222	119-113	118-057
R3	119-037	118-248	118-006
R2	118-172	118-172	117-309
R1	118-063	118-063	117-292	118-025
PP	117-307	117-307	117-307	117-288
S1	117-198	117-198	117-258	117-160
S2	117-122	117-122	117-241
S3	116-257	117-013	117-224
S4	116-072	116-148	117-173

Weekly Pivots for week ending 29-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	121-163	121-007	118-259
R3	120-103	119-267	118-154
R2	119-043	119-043	118-120
R1	118-207	118-207	118-085	118-285
PP	117-303	117-303	117-303	118-022
S1	117-147	117-147	118-015	117-225
S2	116-243	116-243	117-300
S3	115-183	116-087	117-266
S4	114-123	115-027	117-161

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-140	117-080	1-060	1.0%	0-229	0.6%	51%	False	False	962,708
10	118-140	116-300	1-160	1.3%	0-195	0.5%	61%	False	False	958,072
20	118-140	114-310	3-150	2.9%	0-201	0.5%	83%	False	False	857,602
40	119-315	114-285	5-030	4.3%	0-209	0.6%	58%	False	False	763,099
60	120-150	114-285	5-185	4.7%	0-204	0.5%	53%	False	False	555,632
80	120-150	114-285	5-185	4.7%	0-207	0.5%	53%	False	False	417,185

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-059
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	120-241
2.618	119-259
1.618	119-074
1.000	118-280
0.618	118-209
HIGH	118-095
0.618	118-024
0.500	118-002
0.382	117-301
LOW	117-230
0.618	117-116
1.000	117-045
1.618	116-251
2.618	116-066
4.250	115-084

Fisher Pivots for day following 01-Feb-2010
Pivot	1 day	3 day
R1	118-002	117-273
PP	117-307	117-272
S1	117-291	117-270

Download as Excel Spreadsheet

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

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