ECBOT 10 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 22-Feb-2010

Day Change Summary
	Previous	Current
	19-Feb-2010	22-Feb-2010	Change	Change %	Previous Week
Open	115-210	115-240	0-030	0.1%	116-180
High	115-300	115-280	-0-020	-0.1%	116-300
Low	115-150	115-200	0-050	0.1%	115-150
Close	115-240	115-250	0-010	0.0%	115-240
Range	0-150	0-080	-0-070	-46.7%	1-150
ATR	0-176	0-169	-0-007	-3.9%	0-000
Volume	53,633	66,748	13,115	24.5%	115,509

Daily Pivots for day following 22-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	116-163	116-127	115-294
R3	116-083	116-047	115-272
R2	116-003	116-003	115-265
R1	115-287	115-287	115-257	115-305
PP	115-243	115-243	115-243	115-252
S1	115-207	115-207	115-243	115-225
S2	115-163	115-163	115-235
S3	115-083	115-127	115-228
S4	115-003	115-047	115-206

Weekly Pivots for week ending 19-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	120-147	119-183	116-178
R3	118-317	118-033	116-049
R2	117-167	117-167	116-006
R1	116-203	116-203	115-283	116-110
PP	116-017	116-017	116-017	115-290
S1	115-053	115-053	115-197	114-280
S2	114-187	114-187	115-154
S3	113-037	113-223	115-111
S4	111-207	112-073	114-302

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-300	115-150	1-150	1.3%	0-182	0.5%	21%	False	False	35,055
10	117-030	115-150	1-200	1.4%	0-152	0.4%	19%	False	False	19,799
20	117-160	115-150	2-010	1.8%	0-161	0.4%	15%	False	False	11,939
40	117-160	113-180	3-300	3.4%	0-152	0.4%	56%	False	False	6,223

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0-031
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	116-300
2.618	116-169
1.618	116-089
1.000	116-040
0.618	116-009
HIGH	115-280
0.618	115-249
0.500	115-240
0.382	115-231
LOW	115-200
0.618	115-151
1.000	115-120
1.618	115-071
2.618	114-311
4.250	114-180

Fisher Pivots for day following 22-Feb-2010
Pivot	1 day	3 day
R1	115-247	115-305
PP	115-243	115-287
S1	115-240	115-268

Download as Excel Spreadsheet

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

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