ECBOT 5 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 13-Jan-2010

Day Change Summary
	Previous	Current
	12-Jan-2010	13-Jan-2010	Change	Change %	Previous Week
Open	115-005	115-132	0-127	0.3%	114-080
High	115-150	115-145	-0-005	0.0%	115-062
Low	115-005	115-025	0-020	0.1%	114-020
Close	115-127	115-055	-0-072	-0.2%	115-002
Range	0-145	0-120	-0-025	-17.2%	1-042
ATR	0-151	0-149	-0-002	-1.5%	0-000
Volume	242,002	375,358	133,356	55.1%	1,691,397

Daily Pivots for day following 13-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	116-115	116-045	115-121
R3	115-315	115-245	115-088
R2	115-195	115-195	115-077
R1	115-125	115-125	115-066	115-100
PP	115-075	115-075	115-075	115-062
S1	115-005	115-005	115-044	114-300
S2	114-275	114-275	115-033
S3	114-155	114-205	115-022
S4	114-035	114-085	114-309

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%	0-135	0.4%	68%	False	False	377,998
10	115-150	113-317	1-153	1.3%	0-140	0.4%	80%	False	False	307,560
20	116-310	113-317	2-313	2.6%	0-141	0.4%	40%	False	False	336,950
40	117-170	113-317	3-173	3.1%	0-135	0.4%	33%	False	False	268,462

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-026
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	117-015
2.618	116-139
1.618	116-019
1.000	115-265
0.618	115-219
HIGH	115-145
0.618	115-099
0.500	115-085
0.382	115-071
LOW	115-025
0.618	114-271
1.000	114-225
1.618	114-151
2.618	114-031
4.250	113-155

Fisher Pivots for day following 13-Jan-2010
Pivot	1 day	3 day
R1	115-085	115-052
PP	115-075	115-050
S1	115-065	115-048

Download as Excel Spreadsheet

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

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