ECBOT 10 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 10-Mar-2010

Day Change Summary
	Previous	Current
	09-Mar-2010	10-Mar-2010	Change	Change %	Previous Week
Open	118-120	118-180	0-060	0.2%	118-210
High	118-215	118-180	-0-035	-0.1%	119-055
Low	118-115	118-055	-0-060	-0.2%	118-090
Close	118-165	118-110	-0-055	-0.1%	118-160
Range	0-100	0-125	0-025	25.0%	0-285
ATR	0-176	0-172	-0-004	-2.1%	0-000
Volume	15,764	20,205	4,441	28.2%	708,758

Daily Pivots for day following 10-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	119-170	119-105	118-179
R3	119-045	118-300	118-144
R2	118-240	118-240	118-133
R1	118-175	118-175	118-121	118-145
PP	118-115	118-115	118-115	118-100
S1	118-050	118-050	118-099	118-020
S2	117-310	117-310	118-087
S3	117-185	117-245	118-076
S4	117-060	117-120	118-041

Weekly Pivots for week ending 05-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	121-103	120-257	118-317
R3	120-138	119-292	118-238
R2	119-173	119-173	118-212
R1	119-007	119-007	118-186	118-268
PP	118-208	118-208	118-208	118-179
S1	118-042	118-042	118-134	117-302
S2	117-243	117-243	118-108
S3	116-278	117-077	118-082
S4	115-313	116-112	118-003

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-055	118-055	1-000	0.8%	0-147	0.4%	17%	False	True	40,201
10	119-055	118-005	1-050	1.0%	0-146	0.4%	28%	False	False	381,298
20	119-055	116-285	2-090	1.9%	0-174	0.5%	64%	False	False	732,502
40	119-055	116-010	3-045	2.7%	0-187	0.5%	74%	False	False	836,101
60	119-055	114-285	4-090	3.6%	0-192	0.5%	81%	False	False	769,003
80	120-150	114-285	5-185	4.7%	0-197	0.5%	62%	False	False	672,891
100	120-150	114-285	5-185	4.7%	0-199	0.5%	62%	False	False	538,734

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	0-024
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120-071
2.618	119-187
1.618	119-062
1.000	118-305
0.618	118-257
HIGH	118-180
0.618	118-132
0.500	118-118
0.382	118-103
LOW	118-055
0.618	117-298
1.000	117-250
1.618	117-173
2.618	117-048
4.250	116-164

Fisher Pivots for day following 10-Mar-2010
Pivot	1 day	3 day
R1	118-118	118-135
PP	118-115	118-127
S1	118-112	118-118

Download as Excel Spreadsheet

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

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