ECBOT 5 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 21-Jan-2010

Day Change Summary
	Previous	Current
	20-Jan-2010	21-Jan-2010	Change	Change %	Previous Week
Open	115-197	115-242	0-045	0.1%	114-285
High	115-285	116-045	0-080	0.2%	115-262
Low	115-187	115-195	0-008	0.0%	114-265
Close	115-242	116-015	0-093	0.3%	115-235
Range	0-098	0-170	0-072	73.5%	0-317
ATR	0-142	0-144	0-002	1.4%	0-000
Volume	313,927	310,416	-3,511	-1.1%	1,813,006

Daily Pivots for day following 21-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	117-168	117-102	116-108
R3	116-318	116-252	116-062
R2	116-148	116-148	116-046
R1	116-082	116-082	116-031	116-115
PP	115-298	115-298	115-298	115-315
S1	115-232	115-232	115-319	115-265
S2	115-128	115-128	115-304
S3	114-278	115-062	115-288
S4	114-108	114-212	115-242

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	116-045	115-030	1-015	0.9%	0-132	0.4%	91%	True	False	343,865
10	116-045	114-177	1-188	1.4%	0-134	0.4%	94%	True	False	360,931
20	116-117	113-317	2-120	2.0%	0-135	0.4%	87%	False	False	323,362
40	117-170	113-317	3-173	3.1%	0-140	0.4%	58%	False	False	311,260

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-024
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	118-128
2.618	117-170
1.618	117-000
1.000	116-215
0.618	116-150
HIGH	116-045
0.618	115-300
0.500	115-280
0.382	115-260
LOW	115-195
0.618	115-090
1.000	115-025
1.618	114-240
2.618	114-070
4.250	113-112

Fisher Pivots for day following 21-Jan-2010
Pivot	1 day	3 day
R1	115-317	115-312
PP	115-298	115-290
S1	115-280	115-268

Download as Excel Spreadsheet

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

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