ECBOT 5 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 15-Mar-2010

Day Change Summary
	Previous	Current
	12-Mar-2010	15-Mar-2010	Change	Change %	Previous Week
Open	116-112	116-142	0-030	0.1%	116-242
High	116-165	116-170	0-005	0.0%	116-272
Low	116-017	116-115	0-098	0.3%	116-017
Close	116-122	116-147	0-025	0.1%	116-122
Range	0-148	0-055	-0-093	-62.8%	0-255
ATR	0-113	0-109	-0-004	-3.7%	0-000
Volume	8,415	10,763	2,348	27.9%	58,945

Daily Pivots for day following 15-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	116-309	116-283	116-177
R3	116-254	116-228	116-162
R2	116-199	116-199	116-157
R1	116-173	116-173	116-152	116-186
PP	116-144	116-144	116-144	116-150
S1	116-118	116-118	116-142	116-131
S2	116-089	116-089	116-137
S3	116-034	116-063	116-132
S4	115-299	116-008	116-117

Weekly Pivots for week ending 12-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	118-262	118-127	116-262
R3	118-007	117-192	116-192
R2	117-072	117-072	116-169
R1	116-257	116-257	116-145	116-197
PP	116-137	116-137	116-137	116-107
S1	116-002	116-002	116-099	115-262
S2	115-202	115-202	116-075
S3	114-267	115-067	116-052
S4	114-012	114-132	115-302

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-272	116-017	0-255	0.7%	0-081	0.2%	51%	False	False	8,491
10	117-085	116-017	1-068	1.0%	0-091	0.2%	34%	False	False	24,158
20	117-085	115-252	1-153	1.3%	0-108	0.3%	45%	False	False	289,604
40	117-085	115-125	1-280	1.6%	0-118	0.3%	57%	False	False	363,246
60	117-085	113-317	3-088	2.8%	0-125	0.3%	75%	False	False	354,446
80	117-170	113-317	3-173	3.0%	0-128	0.3%	70%	False	False	320,413

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0-022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	117-084
2.618	116-314
1.618	116-259
1.000	116-225
0.618	116-204
HIGH	116-170
0.618	116-149
0.500	116-142
0.382	116-136
LOW	116-115
0.618	116-081
1.000	116-060
1.618	116-026
2.618	115-291
4.250	115-201

Fisher Pivots for day following 15-Mar-2010
Pivot	1 day	3 day
R1	116-146	116-129
PP	116-144	116-111
S1	116-142	116-094

Download as Excel Spreadsheet

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

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