ECBOT 5 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 11-Mar-2010

Day Change Summary
	Previous	Current
	10-Mar-2010	11-Mar-2010	Change	Change %	Previous Week
Open	116-255	116-160	-0-095	-0.3%	116-272
High	116-255	116-160	-0-095	-0.3%	117-085
Low	116-160	116-112	-0-048	-0.1%	116-192
Close	116-182	116-132	-0-050	-0.1%	116-235
Range	0-095	0-048	-0-047	-49.5%	0-213
ATR	0-114	0-111	-0-003	-2.8%	0-000
Volume	9,988	7,329	-2,659	-26.6%	334,654

Daily Pivots for day following 11-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	116-279	116-253	116-158
R3	116-231	116-205	116-145
R2	116-183	116-183	116-141
R1	116-157	116-157	116-136	116-146
PP	116-135	116-135	116-135	116-129
S1	116-109	116-109	116-128	116-098
S2	116-087	116-087	116-123
S3	116-039	116-061	116-119
S4	115-311	116-013	116-106

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	117-030	116-112	0-238	0.6%	0-083	0.2%	8%	False	True	17,734
10	117-085	116-112	0-293	0.8%	0-090	0.2%	7%	False	True	110,301
20	117-085	115-252	1-153	1.3%	0-108	0.3%	42%	False	False	337,900
40	117-085	115-025	2-060	1.9%	0-120	0.3%	61%	False	False	381,299
60	117-085	113-317	3-088	2.8%	0-128	0.3%	74%	False	False	370,513
80	117-170	113-317	3-173	3.0%	0-127	0.3%	68%	False	False	320,198

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-017
Narrowest range in 89 trading days

Fibonacci Retracements and Extensions
4.250	117-044
2.618	116-286
1.618	116-238
1.000	116-208
0.618	116-190
HIGH	116-160
0.618	116-142
0.500	116-136
0.382	116-130
LOW	116-112
0.618	116-082
1.000	116-064
1.618	116-034
2.618	115-306
4.250	115-228

Fisher Pivots for day following 11-Mar-2010
Pivot	1 day	3 day
R1	116-136	116-192
PP	116-135	116-172
S1	116-133	116-152

Download as Excel Spreadsheet

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

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