ECBOT 10 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 09-Feb-2010

Day Change Summary
	Previous	Current
	08-Feb-2010	09-Feb-2010	Change	Change %	Previous Week
Open	117-070	117-020	-0-050	-0.1%	116-250
High	117-090	117-030	-0-060	-0.2%	117-160
Low	117-020	116-230	-0-110	-0.3%	116-020
Close	117-020	116-250	-0-090	-0.2%	117-140
Range	0-070	0-120	0-050	71.4%	1-140
ATR	0-182	0-178	-0-004	-2.4%	0-000
Volume	12,298	1,823	-10,475	-85.2%	17,067

Daily Pivots for day following 09-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	117-317	117-243	116-316
R3	117-197	117-123	116-283
R2	117-077	117-077	116-272
R1	117-003	117-003	116-261	116-300
PP	116-277	116-277	116-277	116-265
S1	116-203	116-203	116-239	116-180
S2	116-157	116-157	116-228
S3	116-037	116-083	116-217
S4	115-237	115-283	116-184

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%	0-160	0.4%	50%	False	False	4,863
10	117-160	115-260	1-220	1.4%	0-173	0.5%	57%	False	False	4,205
20	117-160	114-050	3-110	2.9%	0-160	0.4%	79%	False	False	2,599
40	117-160	113-180	3-300	3.4%	0-139	0.4%	82%	False	False	1,320

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-220
2.618	118-024
1.618	117-224
1.000	117-150
0.618	117-104
HIGH	117-030
0.618	116-304
0.500	116-290
0.382	116-276
LOW	116-230
0.618	116-156
1.000	116-110
1.618	116-036
2.618	115-236
4.250	115-040

Fisher Pivots for day following 09-Feb-2010
Pivot	1 day	3 day
R1	116-290	117-030
PP	116-277	116-317
S1	116-263	116-283

Download as Excel Spreadsheet

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

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