ECBOT 10 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 02-Mar-2010

Day Change Summary
	Previous	Current
	01-Mar-2010	02-Mar-2010	Change	Change %	Previous Week
Open	117-065	117-120	0-055	0.1%	115-240
High	117-160	117-150	-0-010	0.0%	117-170
Low	117-050	117-015	-0-035	-0.1%	115-200
Close	117-125	117-130	0-005	0.0%	117-160
Range	0-110	0-135	0-025	22.7%	1-290
ATR	0-171	0-169	-0-003	-1.5%	0-000
Volume	878,696	668,826	-209,870	-23.9%	2,469,238

Daily Pivots for day following 02-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	118-183	118-132	117-204
R3	118-048	117-317	117-167
R2	117-233	117-233	117-155
R1	117-182	117-182	117-142	117-208
PP	117-098	117-098	117-098	117-111
S1	117-047	117-047	117-118	117-072
S2	116-283	116-283	117-105
S3	116-148	116-232	117-093
S4	116-013	116-097	117-056

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	116-150	1-020	0.9%	0-143	0.4%	88%	False	False	748,595
10	117-170	115-150	2-020	1.8%	0-178	0.5%	94%	False	False	411,831
20	117-170	115-150	2-020	1.8%	0-163	0.4%	94%	False	False	208,525
40	117-170	114-000	3-170	3.0%	0-160	0.4%	96%	False	False	104,960

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-034
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-084
2.618	118-183
1.618	118-048
1.000	117-285
0.618	117-233
HIGH	117-150
0.618	117-098
0.500	117-082
0.382	117-067
LOW	117-015
0.618	116-252
1.000	116-200
1.618	116-117
2.618	115-302
4.250	115-081

Fisher Pivots for day following 02-Mar-2010
Pivot	1 day	3 day
R1	117-114	117-118
PP	117-098	117-105
S1	117-082	117-092

Download as Excel Spreadsheet

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

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