ECBOT 5 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 07-Jan-2010

Day Change Summary
	Previous	Current
	06-Jan-2010	07-Jan-2010	Change	Change %	Previous Week
Open	114-282	114-262	-0-020	-0.1%	114-165
High	114-297	114-297	0-000	0.0%	114-215
Low	114-205	114-185	-0-020	-0.1%	113-317
Close	114-290	114-255	-0-035	-0.1%	114-122
Range	0-092	0-112	0-020	21.7%	0-218
ATR	0-156	0-153	-0-003	-2.0%	0-000
Volume	393,545	473,208	79,663	20.2%	324,974

Daily Pivots for day following 07-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	115-262	115-210	114-317
R3	115-150	115-098	114-286
R2	115-038	115-038	114-276
R1	114-306	114-306	114-265	114-276
PP	114-246	114-246	114-246	114-230
S1	114-194	114-194	114-245	114-164
S2	114-134	114-134	114-234
S3	114-022	114-082	114-224
S4	113-230	113-290	114-193

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	115-002	113-317	1-005	0.9%	0-147	0.4%	79%	False	False	298,233
10	116-117	113-317	2-120	2.1%	0-133	0.4%	34%	False	False	296,153
20	117-067	113-317	3-070	2.8%	0-152	0.4%	25%	False	False	361,121
40	117-170	113-317	3-173	3.1%	0-130	0.4%	23%	False	False	233,066

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-029
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	116-133
2.618	115-270
1.618	115-158
1.000	115-089
0.618	115-046
HIGH	114-297
0.618	114-254
0.500	114-241
0.382	114-228
LOW	114-185
0.618	114-116
1.000	114-073
1.618	114-004
2.618	113-212
4.250	113-029

Fisher Pivots for day following 07-Jan-2010
Pivot	1 day	3 day
R1	114-250	114-254
PP	114-246	114-254
S1	114-241	114-254

Download as Excel Spreadsheet

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

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