ECBOT 5 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 15-Jan-2010

Day Change Summary
	Previous	Current
	14-Jan-2010	15-Jan-2010	Change	Change %	Previous Week
Open	115-040	115-127	0-087	0.2%	114-285
High	115-172	115-262	0-090	0.2%	115-262
Low	115-030	115-125	0-095	0.3%	114-265
Close	115-137	115-235	0-098	0.3%	115-235
Range	0-142	0-137	-0-005	-3.5%	0-317
ATR	0-149	0-148	-0-001	-0.6%	0-000
Volume	365,944	387,831	21,887	6.0%	1,813,006

Daily Pivots for day following 15-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	116-298	116-244	115-310
R3	116-161	116-107	115-273
R2	116-024	116-024	115-260
R1	115-290	115-290	115-248	115-317
PP	115-207	115-207	115-207	115-221
S1	115-153	115-153	115-222	115-180
S2	115-070	115-070	115-210
S3	114-253	115-016	115-197
S4	114-116	114-199	115-160

Weekly Pivots for week ending 15-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	118-138	118-024	116-089
R3	117-141	117-027	116-002
R2	116-144	116-144	115-293
R1	116-030	116-030	115-264	116-087
PP	115-147	115-147	115-147	115-176
S1	115-033	115-033	115-206	115-090
S2	114-150	114-150	115-177
S3	113-153	114-036	115-148
S4	112-156	113-039	115-061

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-262	114-265	0-317	0.9%	0-128	0.3%	91%	True	False	362,601
10	115-262	114-020	1-242	1.5%	0-136	0.4%	95%	True	False	350,440
20	116-227	113-317	2-230	2.3%	0-141	0.4%	64%	False	False	333,824
40	117-170	113-317	3-173	3.1%	0-138	0.4%	49%	False	False	287,237

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	0-022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	117-204
2.618	116-301
1.618	116-164
1.000	116-079
0.618	116-027
HIGH	115-262
0.618	115-210
0.500	115-194
0.382	115-177
LOW	115-125
0.618	115-040
1.000	114-308
1.618	114-223
2.618	114-086
4.250	113-183

Fisher Pivots for day following 15-Jan-2010
Pivot	1 day	3 day
R1	115-221	115-204
PP	115-207	115-174
S1	115-194	115-144

Download as Excel Spreadsheet

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

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