ECBOT 10 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 02-Feb-2010

Day Change Summary
	Previous	Current
	01-Feb-2010	02-Feb-2010	Change	Change %	Previous Week
Open	118-090	117-275	-0-135	-0.4%	117-245
High	118-095	118-015	-0-080	-0.2%	118-140
Low	117-230	117-210	-0-020	-0.1%	117-080
Close	117-275	118-005	0-050	0.1%	118-050
Range	0-185	0-125	-0-060	-32.4%	1-060
ATR	0-210	0-204	-0-006	-2.9%	0-000
Volume	1,211,739	752,572	-459,167	-37.9%	4,562,043

Daily Pivots for day following 02-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	119-025	118-300	118-074
R3	118-220	118-175	118-039
R2	118-095	118-095	118-028
R1	118-050	118-050	118-016	118-072
PP	117-290	117-290	117-290	117-301
S1	117-245	117-245	117-314	117-268
S2	117-165	117-165	117-302
S3	117-040	117-120	117-291
S4	116-235	116-315	117-256

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%	0-218	0.6%	64%	False	False	996,545
10	118-140	117-035	1-105	1.1%	0-188	0.5%	68%	False	False	938,760
20	118-140	115-180	2-280	2.4%	0-195	0.5%	85%	False	False	879,469
40	119-200	114-285	4-235	4.0%	0-208	0.6%	66%	False	False	766,052
60	120-150	114-285	5-185	4.7%	0-202	0.5%	56%	False	False	568,162
80	120-150	114-285	5-185	4.7%	0-207	0.5%	56%	False	False	426,547

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-058
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	119-226
2.618	119-022
1.618	118-217
1.000	118-140
0.618	118-092
HIGH	118-015
0.618	117-287
0.500	117-272
0.382	117-258
LOW	117-210
0.618	117-133
1.000	117-085
1.618	117-008
2.618	116-203
4.250	115-319

Fisher Pivots for day following 02-Feb-2010
Pivot	1 day	3 day
R1	117-308	117-312
PP	117-290	117-298
S1	117-272	117-285

Download as Excel Spreadsheet

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

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