ECBOT 10 Year T-Note Future June 2010

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

Day Change Summary
	Previous	Current
	29-Jan-2010	01-Feb-2010	Change	Change %	Previous Week
Open	116-130	116-250	0-120	0.3%	116-060
High	116-280	116-250	-0-030	-0.1%	116-280
Low	115-270	116-090	0-140	0.4%	115-260
Close	116-210	116-110	-0-100	-0.3%	116-210
Range	1-010	0-160	-0-170	-51.5%	1-020
ATR	0-180	0-179	-0-001	-0.8%	0-000
Volume	4,673	5,611	938	20.1%	13,093

Daily Pivots for day following 01-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	117-310	117-210	116-198
R3	117-150	117-050	116-154
R2	116-310	116-310	116-139
R1	116-210	116-210	116-125	116-180
PP	116-150	116-150	116-150	116-135
S1	116-050	116-050	116-095	116-020
S2	115-310	115-310	116-081
S3	115-150	115-210	116-066
S4	114-310	115-050	116-022

Weekly Pivots for week ending 29-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	119-203	119-067	117-077
R3	118-183	118-047	116-304
R2	117-163	117-163	116-272
R1	117-027	117-027	116-241	117-095
PP	116-143	116-143	116-143	116-178
S1	116-007	116-007	116-179	116-075
S2	115-123	115-123	116-148
S3	114-103	114-307	116-116
S4	113-083	113-287	116-023

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-280	115-260	1-020	0.9%	0-178	0.5%	50%	False	False	3,408
10	116-280	115-160	1-120	1.2%	0-146	0.4%	61%	False	False	2,425
20	116-280	113-210	3-070	2.8%	0-162	0.4%	83%	False	False	1,354

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-038
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-290
2.618	118-029
1.618	117-189
1.000	117-090
0.618	117-029
HIGH	116-250
0.618	116-189
0.500	116-170
0.382	116-151
LOW	116-090
0.618	115-311
1.000	115-250
1.618	115-151
2.618	114-311
4.250	114-050

Fisher Pivots for day following 01-Feb-2010
Pivot	1 day	3 day
R1	116-170	116-110
PP	116-150	116-110
S1	116-130	116-110

Download as Excel Spreadsheet

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

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