ECBOT 10 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 01-Mar-2010

Day Change Summary
	Previous	Current
	26-Feb-2010	01-Mar-2010	Change	Change %	Previous Week
Open	117-050	117-065	0-015	0.0%	115-240
High	117-170	117-160	-0-010	0.0%	117-170
Low	117-030	117-050	0-020	0.1%	115-200
Close	117-160	117-125	-0-035	-0.1%	117-160
Range	0-140	0-110	-0-030	-21.4%	1-290
ATR	0-176	0-171	-0-005	-2.7%	0-000
Volume	877,243	878,696	1,453	0.2%	2,469,238

Daily Pivots for day following 01-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	118-122	118-073	117-186
R3	118-012	117-283	117-155
R2	117-222	117-222	117-145
R1	117-173	117-173	117-135	117-198
PP	117-112	117-112	117-112	117-124
S1	117-063	117-063	117-115	117-088
S2	117-002	117-002	117-105
S3	116-212	116-273	117-095
S4	116-102	116-163	117-064

Weekly Pivots for week ending 26-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	122-193	121-307	118-176
R3	120-223	120-017	118-008
R2	118-253	118-253	117-272
R1	118-047	118-047	117-216	118-150
PP	116-283	116-283	116-283	117-015
S1	116-077	116-077	117-104	116-180
S2	114-313	114-313	117-048
S3	113-023	114-107	116-312
S4	111-053	112-137	116-144

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-170	115-230	1-260	1.5%	0-184	0.5%	92%	False	False	656,237
10	117-170	115-150	2-020	1.8%	0-183	0.5%	93%	False	False	345,646
20	117-170	115-150	2-020	1.8%	0-162	0.4%	93%	False	False	175,146
40	117-170	113-210	3-280	3.3%	0-162	0.4%	96%	False	False	88,250

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	0-036
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	118-308
2.618	118-128
1.618	118-018
1.000	117-270
0.618	117-228
HIGH	117-160
0.618	117-118
0.500	117-105
0.382	117-092
LOW	117-050
0.618	116-302
1.000	116-260
1.618	116-192
2.618	116-082
4.250	115-222

Fisher Pivots for day following 01-Mar-2010
Pivot	1 day	3 day
R1	117-118	117-092
PP	117-112	117-058
S1	117-105	117-025

Download as Excel Spreadsheet

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

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