ECBOT 5 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 10-Mar-2010

Day Change Summary
	Previous	Current
	09-Mar-2010	10-Mar-2010	Change	Change %	Previous Week
Open	116-217	116-255	0-038	0.1%	116-272
High	116-272	116-255	-0-017	0.0%	117-085
Low	116-215	116-160	-0-055	-0.1%	116-192
Close	116-250	116-182	-0-068	-0.2%	116-235
Range	0-057	0-095	0-038	66.7%	0-213
ATR	0-115	0-114	-0-001	-1.3%	0-000
Volume	5,963	9,988	4,025	67.5%	334,654

Daily Pivots for day following 10-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	117-164	117-108	116-234
R3	117-069	117-013	116-208
R2	116-294	116-294	116-199
R1	116-238	116-238	116-191	116-218
PP	116-199	116-199	116-199	116-189
S1	116-143	116-143	116-173	116-124
S2	116-104	116-104	116-165
S3	116-009	116-048	116-156
S4	115-234	115-273	116-130

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	116-160	0-245	0.7%	0-100	0.3%	9%	False	True	21,704
10	117-085	116-147	0-258	0.7%	0-099	0.3%	14%	False	False	208,344
20	117-085	115-252	1-153	1.3%	0-114	0.3%	53%	False	False	363,508
40	117-085	115-005	2-080	1.9%	0-122	0.3%	69%	False	False	387,166
60	117-085	113-317	3-088	2.8%	0-133	0.4%	79%	False	False	378,862
80	117-170	113-317	3-173	3.0%	0-128	0.3%	73%	False	False	320,107

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-018
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	118-019
2.618	117-184
1.618	117-089
1.000	117-030
0.618	116-314
HIGH	116-255
0.618	116-219
0.500	116-208
0.382	116-196
LOW	116-160
0.618	116-101
1.000	116-065
1.618	116-006
2.618	115-231
4.250	115-076

Fisher Pivots for day following 10-Mar-2010
Pivot	1 day	3 day
R1	116-208	116-216
PP	116-199	116-205
S1	116-190	116-193

Download as Excel Spreadsheet

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

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