ECBOT 10 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 02-Feb-2010

Day Change Summary
	Previous	Current
	01-Feb-2010	02-Feb-2010	Change	Change %	Previous Week
Open	116-250	116-090	-0-160	-0.4%	116-060
High	116-250	116-180	-0-070	-0.2%	116-280
Low	116-090	116-050	-0-040	-0.1%	115-260
Close	116-110	116-170	0-060	0.2%	116-210
Range	0-160	0-130	-0-030	-18.8%	1-020
ATR	0-179	0-175	-0-003	-2.0%	0-000
Volume	5,611	1,261	-4,350	-77.5%	13,093

Daily Pivots for day following 02-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	117-203	117-157	116-242
R3	117-073	117-027	116-206
R2	116-263	116-263	116-194
R1	116-217	116-217	116-182	116-240
PP	116-133	116-133	116-133	116-145
S1	116-087	116-087	116-158	116-110
S2	116-003	116-003	116-146
S3	115-193	115-277	116-134
S4	115-063	115-147	116-098

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%	0-186	0.5%	68%	False	False	3,548
10	116-280	115-240	1-040	1.0%	0-143	0.4%	69%	False	False	2,472
20	116-280	114-000	2-280	2.5%	0-158	0.4%	88%	False	False	1,396

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	0-037
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	118-092
2.618	117-200
1.618	117-070
1.000	116-310
0.618	116-260
HIGH	116-180
0.618	116-130
0.500	116-115
0.382	116-100
LOW	116-050
0.618	115-290
1.000	115-240
1.618	115-160
2.618	115-030
4.250	114-138

Fisher Pivots for day following 02-Feb-2010
Pivot	1 day	3 day
R1	116-152	116-152
PP	116-133	116-133
S1	116-115	116-115

Download as Excel Spreadsheet

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

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