ECBOT 10 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 22-Feb-2010

Day Change Summary
	Previous	Current
	19-Feb-2010	22-Feb-2010	Change	Change %	Previous Week
Open	117-005	117-060	0-055	0.1%	118-025
High	117-125	117-095	-0-030	-0.1%	118-135
Low	116-285	117-015	0-050	0.1%	116-285
Close	117-060	117-060	0-000	0.0%	117-060
Range	0-160	0-080	-0-080	-50.0%	1-170
ATR	0-206	0-197	-0-009	-4.4%	0-000
Volume	1,443,270	1,038,265	-405,005	-28.1%	4,033,580

Daily Pivots for day following 22-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	117-297	117-258	117-104
R3	117-217	117-178	117-082
R2	117-137	117-137	117-075
R1	117-098	117-098	117-067	117-100
PP	117-057	117-057	117-057	117-058
S1	117-018	117-018	117-053	117-020
S2	116-297	116-297	117-045
S3	116-217	116-258	117-038
S4	116-137	116-178	117-016

Weekly Pivots for week ending 19-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	122-030	121-055	118-010
R3	120-180	119-205	117-195
R2	119-010	119-010	117-150
R1	118-035	118-035	117-105	117-258
PP	117-160	117-160	117-160	117-111
S1	116-185	116-185	117-015	116-088
S2	115-310	115-310	116-290
S3	114-140	115-015	116-245
S4	112-290	113-165	116-110

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-135	116-285	1-170	1.3%	0-193	0.5%	19%	False	False	1,014,369
10	118-245	116-285	1-280	1.6%	0-182	0.5%	16%	False	False	1,073,581
20	118-305	116-285	2-020	1.8%	0-196	0.5%	14%	False	False	1,001,510
40	118-305	114-285	4-020	3.5%	0-195	0.5%	57%	False	False	846,661
60	120-150	114-285	5-185	4.8%	0-207	0.6%	41%	False	False	790,195
80	120-150	114-285	5-185	4.8%	0-207	0.6%	41%	False	False	595,182

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-040
Narrowest range in 93 trading days

Fibonacci Retracements and Extensions
4.250	118-115
2.618	117-304
1.618	117-224
1.000	117-175
0.618	117-144
HIGH	117-095
0.618	117-064
0.500	117-055
0.382	117-046
LOW	117-015
0.618	116-286
1.000	116-255
1.618	116-206
2.618	116-126
4.250	115-315

Fisher Pivots for day following 22-Feb-2010
Pivot	1 day	3 day
R1	117-058	117-122
PP	117-057	117-102
S1	117-055	117-081

Download as Excel Spreadsheet

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

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