ECBOT 5 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 19-Jan-2010

Day Change Summary
	Previous	Current
	15-Jan-2010	19-Jan-2010	Change	Change %	Previous Week
Open	115-127	115-237	0-110	0.3%	114-285
High	115-262	115-285	0-023	0.1%	115-262
Low	115-125	115-170	0-045	0.1%	114-265
Close	115-235	115-182	-0-053	-0.1%	115-235
Range	0-137	0-115	-0-022	-16.1%	0-317
ATR	0-148	0-146	-0-002	-1.6%	0-000
Volume	387,831	341,211	-46,620	-12.0%	1,813,006

Daily Pivots for day following 19-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	116-237	116-165	115-245
R3	116-122	116-050	115-214
R2	116-007	116-007	115-203
R1	115-255	115-255	115-193	115-234
PP	115-212	115-212	115-212	115-202
S1	115-140	115-140	115-171	115-118
S2	115-097	115-097	115-161
S3	114-302	115-025	115-150
S4	114-187	114-230	115-119

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	115-285	115-005	0-280	0.8%	0-132	0.4%	63%	True	False	342,469
10	115-285	114-177	1-108	1.2%	0-130	0.4%	76%	True	False	367,399
20	116-155	113-317	2-158	2.2%	0-138	0.4%	63%	False	False	332,798
40	117-170	113-317	3-173	3.1%	0-138	0.4%	45%	False	False	295,766

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-021
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	117-134
2.618	116-266
1.618	116-151
1.000	116-080
0.618	116-036
HIGH	115-285
0.618	115-241
0.500	115-228
0.382	115-214
LOW	115-170
0.618	115-099
1.000	115-055
1.618	114-304
2.618	114-189
4.250	114-001

Fisher Pivots for day following 19-Jan-2010
Pivot	1 day	3 day
R1	115-228	115-174
PP	115-212	115-166
S1	115-197	115-158

Download as Excel Spreadsheet

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

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