ECBOT 10 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 04-Feb-2010

Day Change Summary
	Previous	Current
	03-Feb-2010	04-Feb-2010	Change	Change %	Previous Week
Open	116-080	116-050	-0-030	-0.1%	116-060
High	116-090	116-300	0-210	0.6%	116-280
Low	116-020	116-020	0-000	0.0%	115-260
Close	116-030	116-250	0-220	0.6%	116-210
Range	0-070	0-280	0-210	300.0%	1-020
ATR	0-174	0-181	0-008	4.4%	0-000
Volume	2,128	4,614	2,486	116.8%	13,093

Daily Pivots for day following 04-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	119-070	118-280	117-084
R3	118-110	118-000	117-007
R2	117-150	117-150	116-301
R1	117-040	117-040	116-276	117-095
PP	116-190	116-190	116-190	116-218
S1	116-080	116-080	116-224	116-135
S2	115-230	115-230	116-199
S3	114-270	115-120	116-173
S4	113-310	114-160	116-096

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	116-300	115-270	1-030	0.9%	0-194	0.5%	86%	True	False	3,657
10	116-300	115-260	1-040	1.0%	0-152	0.4%	86%	True	False	3,063
20	116-300	114-000	2-300	2.5%	0-163	0.4%	95%	True	False	1,729
40	117-210	113-180	4-030	3.5%	0-136	0.4%	79%	False	False	881

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-036
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	120-210
2.618	119-073
1.618	118-113
1.000	117-260
0.618	117-153
HIGH	116-300
0.618	116-193
0.500	116-160
0.382	116-127
LOW	116-020
0.618	115-167
1.000	115-060
1.618	114-207
2.618	113-247
4.250	112-110

Fisher Pivots for day following 04-Feb-2010
Pivot	1 day	3 day
R1	116-220	116-220
PP	116-190	116-190
S1	116-160	116-160

Download as Excel Spreadsheet

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

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