ECBOT 10 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 16-Mar-2010

Day Change Summary
	Previous	Current
	15-Mar-2010	16-Mar-2010	Change	Change %	Previous Week
Open	118-100	118-120	0-020	0.1%	118-160
High	118-135	118-265	0-130	0.3%	118-215
Low	118-030	118-055	0-025	0.1%	117-240
Close	118-100	118-245	0-145	0.4%	118-080
Range	0-105	0-210	0-105	100.0%	0-295
ATR	0-169	0-172	0-003	1.8%	0-000
Volume	14,707	4,240	-10,467	-71.2%	85,639

Daily Pivots for day following 16-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	120-178	120-102	119-040
R3	119-288	119-212	118-303
R2	119-078	119-078	118-284
R1	119-002	119-002	118-264	119-040
PP	118-188	118-188	118-188	118-208
S1	118-112	118-112	118-226	118-150
S2	117-298	117-298	118-206
S3	117-088	117-222	118-187
S4	116-198	117-012	118-130

Weekly Pivots for week ending 12-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	120-317	120-173	118-242
R3	120-022	119-198	118-161
R2	119-047	119-047	118-134
R1	118-223	118-223	118-107	118-148
PP	118-072	118-072	118-072	118-034
S1	117-248	117-248	118-053	117-172
S2	117-097	117-097	118-026
S3	116-122	116-273	117-319
S4	115-147	115-298	117-238

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-265	117-240	1-025	0.9%	0-160	0.4%	94%	True	False	10,833
10	119-055	117-240	1-135	1.2%	0-153	0.4%	71%	False	False	29,637
20	119-055	116-285	2-090	1.9%	0-170	0.4%	82%	False	False	523,868
40	119-055	116-285	2-090	1.9%	0-181	0.5%	82%	False	False	753,190
60	119-055	114-285	4-090	3.6%	0-189	0.5%	91%	False	False	713,616
80	120-150	114-285	5-185	4.7%	0-196	0.5%	69%	False	False	672,892
100	120-150	114-285	5-185	4.7%	0-199	0.5%	69%	False	False	539,057

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	0-036
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-198
2.618	120-175
1.618	119-285
1.000	119-155
0.618	119-075
HIGH	118-265
0.618	118-185
0.500	118-160
0.382	118-135
LOW	118-055
0.618	117-245
1.000	117-165
1.618	117-035
2.618	116-145
4.250	115-122

Fisher Pivots for day following 16-Mar-2010
Pivot	1 day	3 day
R1	118-217	118-194
PP	118-188	118-143
S1	118-160	118-092

Download as Excel Spreadsheet

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

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