ECBOT 5 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 05-Mar-2010

Day Change Summary
	Previous	Current
	04-Mar-2010	05-Mar-2010	Change	Change %	Previous Week
Open	117-027	117-010	-0-017	0.0%	116-272
High	117-085	117-030	-0-055	-0.1%	117-085
Low	116-272	116-192	-0-080	-0.2%	116-192
Close	117-010	116-235	-0-095	-0.3%	116-235
Range	0-133	0-158	0-025	18.8%	0-213
ATR	0-122	0-125	0-003	2.1%	0-000
Volume	27,178	38,143	10,965	40.3%	334,654

Daily Pivots for day following 05-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	118-093	118-002	117-002
R3	117-255	117-164	116-278
R2	117-097	117-097	116-264
R1	117-006	117-006	116-249	116-292
PP	116-259	116-259	116-259	116-242
S1	116-168	116-168	116-221	116-134
S2	116-101	116-101	116-206
S3	115-263	116-010	116-192
S4	115-105	115-172	116-148

Weekly Pivots for week ending 05-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	118-276	118-149	117-032
R3	118-063	117-256	116-294
R2	117-170	117-170	116-274
R1	117-043	117-043	116-255	117-000
PP	116-277	116-277	116-277	116-256
S1	116-150	116-150	116-215	116-107
S2	116-064	116-064	116-196
S3	115-171	115-257	116-176
S4	114-278	115-044	116-118

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-085	116-192	0-213	0.6%	0-108	0.3%	20%	False	True	66,930
10	117-085	115-300	1-105	1.1%	0-111	0.3%	60%	False	False	394,620
20	117-085	115-252	1-153	1.3%	0-124	0.3%	64%	False	False	447,389
40	117-085	114-177	2-228	2.3%	0-127	0.3%	80%	False	False	417,902
60	117-110	113-317	3-113	2.9%	0-135	0.4%	82%	False	False	396,575
80	117-170	113-317	3-173	3.0%	0-129	0.3%	77%	False	False	319,574

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	119-062
2.618	118-124
1.618	117-286
1.000	117-188
0.618	117-128
HIGH	117-030
0.618	116-290
0.500	116-271
0.382	116-252
LOW	116-192
0.618	116-094
1.000	116-034
1.618	115-256
2.618	115-098
4.250	114-160

Fisher Pivots for day following 05-Mar-2010
Pivot	1 day	3 day
R1	116-271	116-298
PP	116-259	116-277
S1	116-247	116-256

Download as Excel Spreadsheet

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

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