ECBOT 5 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 05-Jan-2010

Day Change Summary
	Previous	Current
	04-Jan-2010	05-Jan-2010	Change	Change %	Previous Week
Open	114-080	114-195	0-115	0.3%	114-165
High	114-202	115-002	0-120	0.3%	114-215
Low	114-020	114-190	0-170	0.5%	113-317
Close	114-175	114-302	0-127	0.3%	114-122
Range	0-182	0-132	-0-050	-27.5%	0-218
ATR	0-161	0-160	-0-001	-0.6%	0-000
Volume	171,620	295,473	123,853	72.2%	324,974

Daily Pivots for day following 05-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	116-027	115-297	115-055
R3	115-215	115-165	115-018
R2	115-083	115-083	115-006
R1	115-033	115-033	114-314	115-058
PP	114-271	114-271	114-271	114-284
S1	114-221	114-221	114-290	114-246
S2	114-139	114-139	114-278
S3	114-007	114-089	114-266
S4	113-195	113-277	114-229

Weekly Pivots for week ending 01-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	116-125	116-022	114-242
R3	115-227	115-124	114-182
R2	115-009	115-009	114-162
R1	114-226	114-226	114-142	114-168
PP	114-111	114-111	114-111	114-083
S1	114-008	114-008	114-102	113-270
S2	113-213	113-213	114-082
S3	112-315	113-110	114-062
S4	112-097	112-212	114-002

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-040	113-317	1-043	1.0%	0-152	0.4%	84%	False	False	198,166
10	116-117	113-317	2-120	2.1%	0-144	0.4%	40%	False	False	285,831
20	117-110	113-317	3-113	2.9%	0-152	0.4%	28%	False	False	349,968
40	117-170	113-317	3-173	3.1%	0-130	0.4%	27%	False	False	211,408

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-034
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	116-243
2.618	116-028
1.618	115-216
1.000	115-134
0.618	115-084
HIGH	115-002
0.618	114-272
0.500	114-256
0.382	114-240
LOW	114-190
0.618	114-108
1.000	114-058
1.618	113-296
2.618	113-164
4.250	112-269

Fisher Pivots for day following 05-Jan-2010
Pivot	1 day	3 day
R1	114-287	114-254
PP	114-271	114-207
S1	114-256	114-160

Download as Excel Spreadsheet

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

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