ECBOT 10 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 01-Mar-2010

Day Change Summary
	Previous	Current
	26-Feb-2010	01-Mar-2010	Change	Change %	Previous Week
Open	118-190	118-210	0-020	0.1%	117-060
High	118-305	118-310	0-005	0.0%	118-305
Low	118-155	118-185	0-030	0.1%	117-015
Close	118-290	118-280	-0-010	0.0%	118-290
Range	0-150	0-125	-0-025	-16.7%	1-290
ATR	0-200	0-195	-0-005	-2.7%	0-000
Volume	1,423,304	359,041	-1,064,263	-74.8%	6,515,388

Daily Pivots for day following 01-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	119-313	119-262	119-029
R3	119-188	119-137	118-314
R2	119-063	119-063	118-303
R1	119-012	119-012	118-291	119-038
PP	118-258	118-258	118-258	118-271
S1	118-207	118-207	118-269	118-232
S2	118-133	118-133	118-257
S3	118-008	118-082	118-246
S4	117-203	117-277	118-211

Weekly Pivots for week ending 26-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	124-007	123-118	119-306
R3	122-037	121-148	119-138
R2	120-067	120-067	119-082
R1	119-178	119-178	119-026	119-282
PP	118-097	118-097	118-097	118-149
S1	117-208	117-208	118-234	117-312
S2	116-127	116-127	118-178
S3	114-157	115-238	118-122
S4	112-187	113-268	117-274

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-310	117-040	1-270	1.6%	0-195	0.5%	95%	True	False	1,167,232
10	118-310	116-285	2-025	1.7%	0-194	0.5%	95%	True	False	1,090,800
20	118-310	116-285	2-025	1.7%	0-192	0.5%	95%	True	False	1,065,216
40	118-310	114-285	4-025	3.4%	0-199	0.5%	98%	True	False	940,168
60	120-000	114-285	5-035	4.3%	0-202	0.5%	78%	False	False	852,557
80	120-150	114-285	5-185	4.7%	0-200	0.5%	71%	False	False	668,008
100	120-150	114-285	5-185	4.7%	0-203	0.5%	71%	False	False	534,687

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-041
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	120-201
2.618	119-317
1.618	119-192
1.000	119-115
0.618	119-067
HIGH	118-310
0.618	118-262
0.500	118-248
0.382	118-233
LOW	118-185
0.618	118-108
1.000	118-060
1.618	117-303
2.618	117-178
4.250	116-294

Fisher Pivots for day following 01-Mar-2010
Pivot	1 day	3 day
R1	118-269	118-239
PP	118-258	118-198
S1	118-248	118-158

Download as Excel Spreadsheet

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

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