ECBOT 10 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 15-Feb-2010

Day Change Summary
	Previous	Current
	12-Feb-2010	15-Feb-2010	Change	Change %	Previous Week
Open	116-100	116-180	0-080	0.2%	117-070
High	116-250	116-190	-0-060	-0.2%	117-090
Low	116-100	116-150	0-050	0.1%	116-040
Close	116-200	116-150	-0-050	-0.1%	116-200
Range	0-150	0-040	-0-110	-73.3%	1-050
ATR	0-172	0-163	-0-009	-5.1%	0-000
Volume	5,287	6,979	1,692	32.0%	28,036

Daily Pivots for day following 15-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	116-283	116-257	116-172
R3	116-243	116-217	116-161
R2	116-203	116-203	116-157
R1	116-177	116-177	116-154	116-170
PP	116-163	116-163	116-163	116-160
S1	116-137	116-137	116-146	116-130
S2	116-123	116-123	116-143
S3	116-083	116-097	116-139
S4	116-043	116-057	116-128

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	117-030	116-040	0-310	0.8%	0-122	0.3%	35%	False	False	4,543
10	117-160	116-020	1-140	1.2%	0-142	0.4%	28%	False	False	4,647
20	117-160	115-160	2-000	1.7%	0-144	0.4%	48%	False	False	3,536
40	117-160	113-180	3-300	3.4%	0-134	0.4%	74%	False	False	1,842

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-022
Narrowest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	117-040
2.618	116-295
1.618	116-255
1.000	116-230
0.618	116-215
HIGH	116-190
0.618	116-175
0.500	116-170
0.382	116-165
LOW	116-150
0.618	116-125
1.000	116-110
1.618	116-085
2.618	116-045
4.250	115-300

Fisher Pivots for day following 15-Feb-2010
Pivot	1 day	3 day
R1	116-170	116-148
PP	116-163	116-147
S1	116-157	116-145

Download as Excel Spreadsheet

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

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