ECBOT 10 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 12-Feb-2010

Day Change Summary
	Previous	Current
	11-Feb-2010	12-Feb-2010	Change	Change %	Previous Week
Open	117-295	117-255	-0-040	-0.1%	118-235
High	118-015	118-080	0-065	0.2%	118-245
Low	117-160	117-240	0-080	0.2%	117-160
Close	117-245	118-025	0-100	0.3%	118-025
Range	0-175	0-160	-0-015	-8.6%	1-085
ATR	0-205	0-202	-0-003	-1.6%	0-000
Volume	1,100,423	1,037,379	-63,044	-5.7%	5,663,969

Daily Pivots for day following 12-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	119-168	119-097	118-113
R3	119-008	118-257	118-069
R2	118-168	118-168	118-054
R1	118-097	118-097	118-040	118-132
PP	118-008	118-008	118-008	118-026
S1	117-257	117-257	118-010	117-292
S2	117-168	117-168	117-316
S3	117-008	117-097	117-301
S4	116-168	116-257	117-257

Weekly Pivots for week ending 12-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	121-292	121-083	118-248
R3	120-207	119-318	118-136
R2	119-122	119-122	118-099
R1	118-233	118-233	118-062	118-135
PP	118-037	118-037	118-037	117-308
S1	117-148	117-148	117-308	117-050
S2	116-272	116-272	117-271
S3	115-187	116-063	117-234
S4	114-102	114-298	117-122

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-245	117-160	1-085	1.1%	0-171	0.5%	46%	False	False	1,132,793
10	118-305	117-160	1-145	1.2%	0-190	0.5%	40%	False	False	1,039,631
20	118-305	116-215	2-090	1.9%	0-195	0.5%	62%	False	False	982,303
40	118-305	114-285	4-020	3.4%	0-197	0.5%	78%	False	False	808,509
60	120-150	114-285	5-185	4.7%	0-206	0.5%	57%	False	False	707,922
80	120-150	114-285	5-185	4.7%	0-206	0.5%	57%	False	False	531,799

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	0-030
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	120-120
2.618	119-179
1.618	119-019
1.000	118-240
0.618	118-179
HIGH	118-080
0.618	118-019
0.500	118-000
0.382	117-301
LOW	117-240
0.618	117-141
1.000	117-080
1.618	116-301
2.618	116-141
4.250	115-200

Fisher Pivots for day following 12-Feb-2010
Pivot	1 day	3 day
R1	118-017	118-014
PP	118-008	118-003
S1	118-000	117-312

Download as Excel Spreadsheet

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

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