ECBOT 5 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 20-Jan-2010

Day Change Summary
	Previous	Current
	19-Jan-2010	20-Jan-2010	Change	Change %	Previous Week
Open	115-237	115-197	-0-040	-0.1%	114-285
High	115-285	115-285	0-000	0.0%	115-262
Low	115-170	115-187	0-017	0.0%	114-265
Close	115-182	115-242	0-060	0.2%	115-235
Range	0-115	0-098	-0-017	-14.8%	0-317
ATR	0-146	0-142	-0-003	-2.1%	0-000
Volume	341,211	313,927	-27,284	-8.0%	1,813,006

Daily Pivots for day following 20-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	116-212	116-165	115-296
R3	116-114	116-067	115-269
R2	116-016	116-016	115-260
R1	115-289	115-289	115-251	115-312
PP	115-238	115-238	115-238	115-250
S1	115-191	115-191	115-233	115-214
S2	115-140	115-140	115-224
S3	115-042	115-093	115-215
S4	114-264	114-315	115-188

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	115-025	0-260	0.7%	0-122	0.3%	83%	True	False	356,854
10	115-285	114-177	1-108	1.2%	0-126	0.3%	90%	True	False	369,244
20	116-117	113-317	2-120	2.1%	0-135	0.4%	74%	False	False	327,538
40	117-170	113-317	3-173	3.1%	0-139	0.4%	50%	False	False	303,539

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 6 trading days

Fibonacci Retracements and Extensions
4.250	117-062
2.618	116-222
1.618	116-124
1.000	116-063
0.618	116-026
HIGH	115-285
0.618	115-248
0.500	115-236
0.382	115-224
LOW	115-187
0.618	115-126
1.000	115-089
1.618	115-028
2.618	114-250
4.250	114-090

Fisher Pivots for day following 20-Jan-2010
Pivot	1 day	3 day
R1	115-240	115-230
PP	115-238	115-217
S1	115-236	115-205

Download as Excel Spreadsheet

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

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