ECBOT 5 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 01-Mar-2010

Day Change Summary
	Previous	Current
	26-Feb-2010	01-Mar-2010	Change	Change %	Previous Week
Open	116-265	116-272	0-007	0.0%	115-315
High	117-022	117-030	0-008	0.0%	117-022
Low	116-240	116-262	0-022	0.1%	115-300
Close	117-015	117-010	-0-005	0.0%	117-015
Range	0-102	0-088	-0-014	-13.7%	1-042
ATR	0-131	0-128	-0-003	-2.3%	0-000
Volume	717,831	162,782	-555,049	-77.3%	3,611,551

Daily Pivots for day following 01-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	117-258	117-222	117-058
R3	117-170	117-134	117-034
R2	117-082	117-082	117-026
R1	117-046	117-046	117-018	117-064
PP	116-314	116-314	116-314	117-003
S1	116-278	116-278	117-002	116-296
S2	116-226	116-226	116-314
S3	116-138	116-190	116-306
S4	116-050	116-102	116-282

Weekly Pivots for week ending 26-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	120-025	119-222	117-214
R3	118-303	118-180	117-115
R2	117-261	117-261	117-081
R1	117-138	117-138	117-048	117-200
PP	116-219	116-219	116-219	116-250
S1	116-096	116-096	116-302	116-158
S2	115-177	115-177	116-269
S3	114-135	115-054	116-235
S4	113-093	114-012	116-136

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-030	116-005	1-025	0.9%	0-121	0.3%	94%	True	False	630,398
10	117-030	115-252	1-098	1.1%	0-125	0.3%	95%	True	False	555,050
20	117-057	115-252	1-125	1.2%	0-124	0.3%	89%	False	False	515,112
40	117-057	113-317	3-060	2.7%	0-132	0.4%	95%	False	False	439,054
60	117-170	113-317	3-173	3.0%	0-138	0.4%	86%	False	False	416,626
80	117-170	113-317	3-173	3.0%	0-130	0.3%	86%	False	False	317,433

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	0-024
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	118-084
2.618	117-260
1.618	117-172
1.000	117-118
0.618	117-084
HIGH	117-030
0.618	116-316
0.500	116-306
0.382	116-296
LOW	116-262
0.618	116-208
1.000	116-174
1.618	116-120
2.618	116-032
4.250	115-208

Fisher Pivots for day following 01-Mar-2010
Pivot	1 day	3 day
R1	117-002	116-303
PP	116-314	116-276
S1	116-306	116-248

Download as Excel Spreadsheet

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

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