ECBOT 10 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 03-Feb-2010

Day Change Summary
	Previous	Current
	02-Feb-2010	03-Feb-2010	Change	Change %	Previous Week
Open	116-090	116-080	-0-010	0.0%	116-060
High	116-180	116-090	-0-090	-0.2%	116-280
Low	116-050	116-020	-0-030	-0.1%	115-260
Close	116-170	116-030	-0-140	-0.4%	116-210
Range	0-130	0-070	-0-060	-46.2%	1-020
ATR	0-175	0-174	-0-002	-1.0%	0-000
Volume	1,261	2,128	867	68.8%	13,093

Daily Pivots for day following 03-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	116-257	116-213	116-068
R3	116-187	116-143	116-049
R2	116-117	116-117	116-043
R1	116-073	116-073	116-036	116-060
PP	116-047	116-047	116-047	116-040
S1	116-003	116-003	116-024	115-310
S2	115-297	115-297	116-017
S3	115-227	115-253	116-011
S4	115-157	115-183	115-312

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%	0-162	0.4%	26%	False	False	3,389
10	116-280	115-250	1-030	0.9%	0-142	0.4%	29%	False	False	2,629
20	116-280	114-000	2-280	2.5%	0-153	0.4%	73%	False	False	1,499
40	117-210	113-180	4-030	3.5%	0-129	0.3%	62%	False	False	766

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	True
Bear Hook	False
Bull Hook	False
Stretch	0-036
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	117-068
2.618	116-273
1.618	116-203
1.000	116-160
0.618	116-133
HIGH	116-090
0.618	116-063
0.500	116-055
0.382	116-047
LOW	116-020
0.618	115-297
1.000	115-270
1.618	115-227
2.618	115-157
4.250	115-042

Fisher Pivots for day following 03-Feb-2010
Pivot	1 day	3 day
R1	116-055	116-135
PP	116-047	116-100
S1	116-038	116-065

Download as Excel Spreadsheet

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

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