ECBOT 10 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 18-Mar-2010

Day Change Summary
	Previous	Current
	17-Mar-2010	18-Mar-2010	Change	Change %	Previous Week
Open	118-240	118-285	0-045	0.1%	118-160
High	118-270	118-285	0-015	0.0%	118-215
Low	118-215	118-145	-0-070	-0.2%	117-240
Close	118-245	118-160	-0-085	-0.2%	118-080
Range	0-055	0-140	0-085	154.5%	0-295
ATR	0-163	0-162	-0-002	-1.0%	0-000
Volume	6,129	19,656	13,527	220.7%	85,639

Daily Pivots for day following 18-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	119-297	119-208	118-237
R3	119-157	119-068	118-198
R2	119-017	119-017	118-186
R1	118-248	118-248	118-173	118-222
PP	118-197	118-197	118-197	118-184
S1	118-108	118-108	118-147	118-082
S2	118-057	118-057	118-134
S3	117-237	117-288	118-122
S4	117-097	117-148	118-083

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	118-285	117-240	1-045	1.0%	0-151	0.4%	66%	True	False	10,205
10	119-025	117-240	1-105	1.1%	0-144	0.4%	56%	False	False	19,973
20	119-055	116-285	2-090	1.9%	0-153	0.4%	71%	False	False	439,889
40	119-055	116-285	2-090	1.9%	0-178	0.5%	71%	False	False	708,977
60	119-055	114-285	4-090	3.6%	0-186	0.5%	84%	False	False	693,219
80	120-150	114-285	5-185	4.7%	0-194	0.5%	65%	False	False	672,617
100	120-150	114-285	5-185	4.7%	0-196	0.5%	65%	False	False	539,309

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-030
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-240
2.618	120-012
1.618	119-192
1.000	119-105
0.618	119-052
HIGH	118-285
0.618	118-232
0.500	118-215
0.382	118-198
LOW	118-145
0.618	118-058
1.000	118-005
1.618	117-238
2.618	117-098
4.250	116-190

Fisher Pivots for day following 18-Mar-2010
Pivot	1 day	3 day
R1	118-215	118-170
PP	118-197	118-167
S1	118-178	118-163

Download as Excel Spreadsheet

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

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