ECBOT 10 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 24-Feb-2010

Day Change Summary
	Previous	Current
	23-Feb-2010	24-Feb-2010	Change	Change %	Previous Week
Open	115-250	116-220	0-290	0.8%	116-180
High	116-250	116-310	0-060	0.2%	116-300
Low	115-230	116-150	0-240	0.6%	115-150
Close	116-210	116-220	0-010	0.0%	115-240
Range	1-020	0-160	-0-180	-52.9%	1-150
ATR	0-181	0-180	-0-002	-0.8%	0-000
Volume	207,037	552,666	345,629	166.9%	115,509

Daily Pivots for day following 24-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	118-067	117-303	116-308
R3	117-227	117-143	116-264
R2	117-067	117-067	116-249
R1	116-303	116-303	116-235	116-300
PP	116-227	116-227	116-227	116-225
S1	116-143	116-143	116-205	116-140
S2	116-067	116-067	116-191
S3	115-227	115-303	116-176
S4	115-067	115-143	116-132

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	116-310	115-150	1-160	1.3%	0-202	0.5%	81%	True	False	181,960
10	116-310	115-150	1-160	1.3%	0-172	0.5%	81%	True	False	95,325
20	117-160	115-150	2-010	1.7%	0-172	0.5%	60%	False	False	49,750
40	117-160	113-180	3-300	3.4%	0-162	0.4%	79%	False	False	25,216

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	0-034
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-030
2.618	118-089
1.618	117-249
1.000	117-150
0.618	117-089
HIGH	116-310
0.618	116-249
0.500	116-230
0.382	116-211
LOW	116-150
0.618	116-051
1.000	115-310
1.618	115-211
2.618	115-051
4.250	114-110

Fisher Pivots for day following 24-Feb-2010
Pivot	1 day	3 day
R1	116-230	116-178
PP	116-227	116-137
S1	116-223	116-095

Download as Excel Spreadsheet

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

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