ECBOT 10 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 23-Feb-2010

Day Change Summary
	Previous	Current
	22-Feb-2010	23-Feb-2010	Change	Change %	Previous Week
Open	117-060	117-060	0-000	0.0%	118-025
High	117-095	118-055	0-280	0.7%	118-135
Low	117-015	117-040	0-025	0.1%	116-285
Close	117-060	118-015	0-275	0.7%	117-060
Range	0-080	1-015	0-255	318.8%	1-170
ATR	0-197	0-207	0-010	5.0%	0-000
Volume	1,038,265	791,221	-247,044	-23.8%	4,033,580

Daily Pivots for day following 23-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	120-295	120-170	118-199
R3	119-280	119-155	118-107
R2	118-265	118-265	118-076
R1	118-140	118-140	118-046	118-202
PP	117-250	117-250	117-250	117-281
S1	117-125	117-125	117-304	117-188
S2	116-235	116-235	117-274
S3	115-220	116-110	117-243
S4	114-205	115-095	117-151

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	118-100	116-285	1-135	1.2%	0-220	0.6%	81%	False	False	995,626
10	118-235	116-285	1-270	1.6%	0-205	0.5%	63%	False	False	986,261
20	118-305	116-285	2-020	1.7%	0-208	0.5%	56%	False	False	993,059
40	118-305	114-285	4-020	3.4%	0-199	0.5%	78%	False	False	852,436
60	120-150	114-285	5-185	4.7%	0-210	0.6%	57%	False	False	801,310
80	120-150	114-285	5-185	4.7%	0-205	0.5%	57%	False	False	605,063

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 16 trading days

Fibonacci Retracements and Extensions
4.250	122-199
2.618	120-292
1.618	119-277
1.000	119-070
0.618	118-262
HIGH	118-055
0.618	117-247
0.500	117-208
0.382	117-168
LOW	117-040
0.618	116-153
1.000	116-025
1.618	115-138
2.618	114-123
4.250	112-216

Fisher Pivots for day following 23-Feb-2010
Pivot	1 day	3 day
R1	117-292	117-280
PP	117-250	117-225
S1	117-208	117-170

Download as Excel Spreadsheet

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

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