ECBOT 5 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 27-Jan-2010

Day Change Summary
	Previous	Current
	26-Jan-2010	27-Jan-2010	Change	Change %	Previous Week
Open	116-040	116-065	0-025	0.1%	115-237
High	116-135	116-150	0-015	0.0%	116-077
Low	116-020	115-307	-0-033	-0.1%	115-170
Close	116-052	116-012	-0-040	-0.1%	116-060
Range	0-115	0-163	0-048	41.7%	0-227
ATR	0-132	0-134	0-002	1.7%	0-000
Volume	287,005	332,500	45,495	15.9%	1,490,539

Daily Pivots for day following 27-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	117-219	117-118	116-102
R3	117-056	116-275	116-057
R2	116-213	116-213	116-042
R1	116-112	116-112	116-027	116-081
PP	116-050	116-050	116-050	116-034
S1	115-269	115-269	115-317	115-238
S2	115-207	115-207	115-302
S3	115-044	115-106	115-287
S4	114-201	114-263	115-242

Weekly Pivots for week ending 22-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	118-037	117-275	116-185
R3	117-130	117-048	116-122
R2	116-223	116-223	116-102
R1	116-141	116-141	116-081	116-182
PP	115-316	115-316	115-316	116-016
S1	115-234	115-234	116-039	115-275
S2	115-089	115-089	116-018
S3	114-182	115-007	115-318
S4	113-275	114-100	115-255

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-150	115-195	0-275	0.7%	0-116	0.3%	50%	True	False	379,516
10	116-150	115-025	1-125	1.2%	0-119	0.3%	69%	True	False	368,185
20	116-150	113-317	2-153	2.1%	0-130	0.3%	83%	True	False	329,043
40	117-170	113-317	3-173	3.1%	0-140	0.4%	58%	False	False	347,334

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-029
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	118-203
2.618	117-257
1.618	117-094
1.000	116-313
0.618	116-251
HIGH	116-150
0.618	116-088
0.500	116-068
0.382	116-049
LOW	115-307
0.618	115-206
1.000	115-144
1.618	115-043
2.618	114-200
4.250	113-254

Fisher Pivots for day following 27-Jan-2010
Pivot	1 day	3 day
R1	116-068	116-068
PP	116-050	116-050
S1	116-031	116-031

Download as Excel Spreadsheet

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

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