ECBOT 10 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 12-Feb-2010

Day Change Summary
	Previous	Current
	11-Feb-2010	12-Feb-2010	Change	Change %	Previous Week
Open	116-140	116-100	-0-040	-0.1%	117-070
High	116-160	116-250	0-090	0.2%	117-090
Low	116-040	116-100	0-060	0.2%	116-040
Close	116-100	116-200	0-100	0.3%	116-200
Range	0-120	0-150	0-030	25.0%	1-050
ATR	0-174	0-172	-0-002	-1.0%	0-000
Volume	6,009	5,287	-722	-12.0%	28,036

Daily Pivots for day following 12-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	117-313	117-247	116-282
R3	117-163	117-097	116-241
R2	117-013	117-013	116-228
R1	116-267	116-267	116-214	116-300
PP	116-183	116-183	116-183	116-200
S1	116-117	116-117	116-186	116-150
S2	116-033	116-033	116-172
S3	115-203	115-287	116-159
S4	115-053	115-137	116-118

Weekly Pivots for week ending 12-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	120-047	119-173	117-084
R3	118-317	118-123	116-302
R2	117-267	117-267	116-268
R1	117-073	117-073	116-234	116-305
PP	116-217	116-217	116-217	116-172
S1	116-023	116-023	116-166	115-255
S2	115-167	115-167	116-132
S3	114-117	114-293	116-098
S4	113-067	113-243	115-316

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-090	116-040	1-050	1.0%	0-128	0.3%	43%	False	False	5,607
10	117-160	116-020	1-140	1.2%	0-154	0.4%	39%	False	False	4,510
20	117-160	115-070	2-090	2.0%	0-150	0.4%	62%	False	False	3,255
40	117-160	113-180	3-300	3.4%	0-135	0.4%	78%	False	False	1,667

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	0-021
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-248
2.618	118-003
1.618	117-173
1.000	117-080
0.618	117-023
HIGH	116-250
0.618	116-193
0.500	116-175
0.382	116-157
LOW	116-100
0.618	116-007
1.000	115-270
1.618	115-177
2.618	115-027
4.250	114-102

Fisher Pivots for day following 12-Feb-2010
Pivot	1 day	3 day
R1	116-192	116-188
PP	116-183	116-177
S1	116-175	116-165

Download as Excel Spreadsheet

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

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