ECBOT 10 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 05-Feb-2010

Day Change Summary
	Previous	Current
	04-Feb-2010	05-Feb-2010	Change	Change %	Previous Week
Open	116-050	116-250	0-200	0.5%	116-250
High	116-300	117-160	0-180	0.5%	117-160
Low	116-020	116-220	0-200	0.5%	116-020
Close	116-250	117-140	0-210	0.6%	117-140
Range	0-280	0-260	-0-020	-7.1%	1-140
ATR	0-181	0-187	0-006	3.1%	0-000
Volume	4,614	3,453	-1,161	-25.2%	17,067

Daily Pivots for day following 05-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	119-207	119-113	117-283
R3	118-267	118-173	117-212
R2	118-007	118-007	117-188
R1	117-233	117-233	117-164	117-280
PP	117-067	117-067	117-067	117-090
S1	116-293	116-293	117-116	117-020
S2	116-127	116-127	117-092
S3	115-187	116-033	117-068
S4	114-247	115-093	116-317

Weekly Pivots for week ending 05-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	121-100	120-260	118-073
R3	119-280	119-120	117-266
R2	118-140	118-140	117-224
R1	117-300	117-300	117-182	118-060
PP	117-000	117-000	117-000	117-040
S1	116-160	116-160	117-098	116-240
S2	115-180	115-180	117-056
S3	114-040	115-020	117-014
S4	112-220	113-200	116-207

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-160	116-020	1-140	1.2%	0-180	0.5%	96%	True	False	3,413
10	117-160	115-260	1-220	1.4%	0-170	0.5%	96%	True	False	3,016
20	117-160	114-040	3-120	2.9%	0-168	0.4%	98%	True	False	1,902
40	117-210	113-180	4-030	3.5%	0-138	0.4%	95%	False	False	967

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	0-035
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-305
2.618	119-201
1.618	118-261
1.000	118-100
0.618	118-001
HIGH	117-160
0.618	117-061
0.500	117-030
0.382	116-319
LOW	116-220
0.618	116-059
1.000	115-280
1.618	115-119
2.618	114-179
4.250	113-075

Fisher Pivots for day following 05-Feb-2010
Pivot	1 day	3 day
R1	117-103	117-070
PP	117-067	117-000
S1	117-030	116-250

Download as Excel Spreadsheet

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

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