ECBOT 10 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 24-Feb-2010

Day Change Summary
	Previous	Current
	23-Feb-2010	24-Feb-2010	Change	Change %	Previous Week
Open	117-060	118-025	0-285	0.8%	118-025
High	118-055	118-110	0-055	0.1%	118-135
Low	117-040	117-275	0-235	0.6%	116-285
Close	118-015	118-025	0-010	0.0%	117-060
Range	1-015	0-155	-0-180	-53.7%	1-170
ATR	0-207	0-203	-0-004	-1.8%	0-000
Volume	791,221	1,652,302	861,081	108.8%	4,033,580

Daily Pivots for day following 24-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	119-175	119-095	118-110
R3	119-020	118-260	118-068
R2	118-185	118-185	118-053
R1	118-105	118-105	118-039	118-102
PP	118-030	118-030	118-030	118-029
S1	117-270	117-270	118-011	117-268
S2	117-195	117-195	117-317
S3	117-040	117-115	117-302
S4	116-205	116-280	117-260

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	118-110	116-285	1-145	1.2%	0-200	0.5%	82%	True	False	1,172,402
10	118-145	116-285	1-180	1.3%	0-201	0.5%	76%	False	False	1,083,706
20	118-305	116-285	2-020	1.7%	0-206	0.5%	58%	False	False	1,046,505
40	118-305	114-285	4-020	3.4%	0-197	0.5%	78%	False	False	879,186
60	120-150	114-285	5-185	4.7%	0-209	0.6%	57%	False	False	824,752
80	120-150	114-285	5-185	4.7%	0-204	0.5%	57%	False	False	625,711
100	120-150	114-285	5-185	4.7%	0-205	0.5%	57%	False	False	500,767

Crabel Price Patterns
NR	True
NR4	False
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	0-047
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-129
2.618	119-196
1.618	119-041
1.000	118-265
0.618	118-206
HIGH	118-110
0.618	118-051
0.500	118-032
0.382	118-014
LOW	117-275
0.618	117-179
1.000	117-120
1.618	117-024
2.618	116-189
4.250	115-256

Fisher Pivots for day following 24-Feb-2010
Pivot	1 day	3 day
R1	118-032	117-304
PP	118-030	117-263
S1	118-028	117-222

Download as Excel Spreadsheet

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

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