ECBOT 10 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 18-Feb-2010

Day Change Summary
	Previous	Current
	17-Feb-2010	18-Feb-2010	Change	Change %	Previous Week
Open	118-095	117-215	-0-200	-0.5%	118-235
High	118-100	117-280	-0-140	-0.4%	118-245
Low	117-165	117-010	-0-155	-0.4%	117-160
Close	117-215	117-065	-0-150	-0.4%	118-025
Range	0-255	0-270	0-015	5.9%	1-085
ATR	0-205	0-210	0-005	2.3%	0-000
Volume	768,421	936,955	168,534	21.9%	5,663,969

Daily Pivots for day following 18-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	119-288	119-127	117-214
R3	119-018	118-177	117-139
R2	118-068	118-068	117-114
R1	117-227	117-227	117-090	117-172
PP	117-118	117-118	117-118	117-091
S1	116-277	116-277	117-040	116-222
S2	116-168	116-168	117-016
S3	115-218	116-007	116-311
S4	114-268	115-057	116-236

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	118-135	117-010	1-125	1.2%	0-212	0.6%	12%	False	True	945,622
10	118-305	117-010	1-295	1.6%	0-215	0.6%	9%	False	True	1,041,038
20	118-305	117-010	1-295	1.6%	0-202	0.5%	9%	False	True	978,066
40	118-305	114-285	4-020	3.5%	0-202	0.5%	57%	False	False	819,885
60	120-150	114-285	5-185	4.8%	0-208	0.6%	41%	False	False	750,193
80	120-150	114-285	5-185	4.8%	0-207	0.6%	41%	False	False	564,164

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-040
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	121-148
2.618	120-027
1.618	119-077
1.000	118-230
0.618	118-127
HIGH	117-280
0.618	117-177
0.500	117-145
0.382	117-113
LOW	117-010
0.618	116-163
1.000	116-060
1.618	115-213
2.618	114-263
4.250	113-142

Fisher Pivots for day following 18-Feb-2010
Pivot	1 day	3 day
R1	117-145	117-232
PP	117-118	117-177
S1	117-092	117-121

Download as Excel Spreadsheet

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

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