ECBOT 5 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 28-Jan-2010

Day Change Summary
	Previous	Current
	27-Jan-2010	28-Jan-2010	Change	Change %	Previous Week
Open	116-065	115-295	-0-090	-0.2%	115-237
High	116-150	116-100	-0-050	-0.1%	116-077
Low	115-307	115-242	-0-065	-0.2%	115-170
Close	116-012	116-055	0-043	0.1%	116-060
Range	0-163	0-178	0-015	9.2%	0-227
ATR	0-134	0-138	0-003	2.3%	0-000
Volume	332,500	503,777	171,277	51.5%	1,490,539

Daily Pivots for day following 28-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	117-240	117-165	116-153
R3	117-062	116-307	116-104
R2	116-204	116-204	116-088
R1	116-129	116-129	116-071	116-166
PP	116-026	116-026	116-026	116-044
S1	115-271	115-271	116-039	115-308
S2	115-168	115-168	116-022
S3	114-310	115-093	116-006
S4	114-132	114-235	115-277

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	115-242	0-228	0.6%	0-118	0.3%	58%	False	True	418,188
10	116-150	115-030	1-120	1.2%	0-125	0.3%	78%	False	False	381,027
20	116-150	113-317	2-153	2.1%	0-133	0.4%	88%	False	False	344,293
40	117-170	113-317	3-173	3.0%	0-143	0.4%	62%	False	False	358,659

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	True
Bear Hook	False
Bull Hook	False
Stretch	0-033
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	118-216
2.618	117-246
1.618	117-068
1.000	116-278
0.618	116-210
HIGH	116-100
0.618	116-032
0.500	116-011
0.382	115-310
LOW	115-242
0.618	115-132
1.000	115-064
1.618	114-274
2.618	114-096
4.250	113-126

Fisher Pivots for day following 28-Jan-2010
Pivot	1 day	3 day
R1	116-040	116-049
PP	116-026	116-042
S1	116-011	116-036

Download as Excel Spreadsheet

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

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