ECBOT 5 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 12-Jan-2010

Day Change Summary
	Previous	Current
	11-Jan-2010	12-Jan-2010	Change	Change %	Previous Week
Open	114-285	115-005	0-040	0.1%	114-080
High	115-040	115-150	0-110	0.3%	115-062
Low	114-265	115-005	0-060	0.2%	114-020
Close	115-010	115-127	0-117	0.3%	115-002
Range	0-095	0-145	0-050	52.6%	1-042
ATR	0-152	0-151	0-000	-0.3%	0-000
Volume	441,871	242,002	-199,869	-45.2%	1,691,397

Daily Pivots for day following 12-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	116-209	116-153	115-207
R3	116-064	116-008	115-167
R2	115-239	115-239	115-154
R1	115-183	115-183	115-140	115-211
PP	115-094	115-094	115-094	115-108
S1	115-038	115-038	115-114	115-066
S2	114-269	114-269	115-100
S3	114-124	114-213	115-087
S4	113-299	114-068	115-047

Weekly Pivots for week ending 08-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	118-047	117-227	115-201
R3	117-005	116-185	115-102
R2	115-283	115-283	115-068
R1	115-143	115-143	115-035	115-213
PP	114-241	114-241	114-241	114-276
S1	114-101	114-101	114-289	114-171
S2	113-199	113-199	114-256
S3	112-157	113-059	114-222
S4	111-115	112-017	114-123

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-150	114-177	0-293	0.8%	0-130	0.4%	92%	True	False	381,635
10	115-150	113-317	1-153	1.3%	0-141	0.4%	95%	True	False	289,901
20	116-310	113-317	2-313	2.6%	0-144	0.4%	47%	False	False	348,942
40	117-170	113-317	3-173	3.1%	0-134	0.4%	40%	False	False	259,096

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	0-029
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	117-126
2.618	116-210
1.618	116-065
1.000	115-295
0.618	115-240
HIGH	115-150
0.618	115-095
0.500	115-078
0.382	115-060
LOW	115-005
0.618	114-235
1.000	114-180
1.618	114-090
2.618	113-265
4.250	113-029

Fisher Pivots for day following 12-Jan-2010
Pivot	1 day	3 day
R1	115-110	115-086
PP	115-094	115-045
S1	115-078	115-004

Download as Excel Spreadsheet

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

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