ECBOT 10 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 25-Feb-2010

Day Change Summary
	Previous	Current
	24-Feb-2010	25-Feb-2010	Change	Change %	Previous Week
Open	118-025	118-030	0-005	0.0%	118-025
High	118-110	118-215	0-105	0.3%	118-135
Low	117-275	118-005	0-050	0.1%	116-285
Close	118-025	118-180	0-155	0.4%	117-060
Range	0-155	0-210	0-055	35.5%	1-170
ATR	0-203	0-204	0-000	0.2%	0-000
Volume	1,652,302	1,610,296	-42,006	-2.5%	4,033,580

Daily Pivots for day following 25-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	120-123	120-042	118-296
R3	119-233	119-152	118-238
R2	119-023	119-023	118-218
R1	118-262	118-262	118-199	118-302
PP	118-133	118-133	118-133	118-154
S1	118-052	118-052	118-161	118-092
S2	117-243	117-243	118-142
S3	117-033	117-162	118-122
S4	116-143	116-272	118-064

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	118-215	116-285	1-250	1.5%	0-188	0.5%	94%	True	False	1,307,070
10	118-215	116-285	1-250	1.5%	0-200	0.5%	94%	True	False	1,126,346
20	118-305	116-285	2-020	1.7%	0-206	0.5%	81%	False	False	1,088,736
40	118-305	114-285	4-020	3.4%	0-198	0.5%	90%	False	False	910,907
60	120-150	114-285	5-185	4.7%	0-208	0.5%	66%	False	False	843,860
80	120-150	114-285	5-185	4.7%	0-204	0.5%	66%	False	False	645,818
100	120-150	114-285	5-185	4.7%	0-206	0.5%	66%	False	False	516,865

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-040
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-148
2.618	120-125
1.618	119-235
1.000	119-105
0.618	119-025
HIGH	118-215
0.618	118-135
0.500	118-110
0.382	118-085
LOW	118-005
0.618	117-195
1.000	117-115
1.618	116-305
2.618	116-095
4.250	115-072

Fisher Pivots for day following 25-Feb-2010
Pivot	1 day	3 day
R1	118-157	118-109
PP	118-133	118-038
S1	118-110	117-288

Download as Excel Spreadsheet

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

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