ECBOT 10 Year T-Note Future June 2010

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

Day Change Summary
	Previous	Current
	12-Mar-2010	15-Mar-2010	Change	Change %	Previous Week
Open	116-225	116-290	0-065	0.2%	117-005
High	117-010	116-315	-0-015	0.0%	117-070
Low	116-085	116-210	0-125	0.3%	116-085
Close	116-255	116-275	0-020	0.1%	116-255
Range	0-245	0-105	-0-140	-57.1%	0-305
ATR	0-167	0-162	-0-004	-2.6%	0-000
Volume	763,848	1,033,104	269,256	35.2%	3,573,147

Daily Pivots for day following 15-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	117-262	117-213	117-013
R3	117-157	117-108	116-304
R2	117-052	117-052	116-294
R1	117-003	117-003	116-285	116-295
PP	116-267	116-267	116-267	116-252
S1	116-218	116-218	116-265	116-190
S2	116-162	116-162	116-256
S3	116-057	116-113	116-246
S4	115-272	116-008	116-217

Weekly Pivots for week ending 12-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	119-198	119-052	117-103
R3	118-213	118-067	117-019
R2	117-228	117-228	116-311
R1	117-082	117-082	116-283	117-002
PP	116-243	116-243	116-243	116-204
S1	116-097	116-097	116-227	116-018
S2	115-258	115-258	116-199
S3	114-273	115-112	116-171
S4	113-288	114-127	116-087

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-070	116-085	0-305	0.8%	0-149	0.4%	62%	False	False	728,744
10	117-225	116-085	1-140	1.2%	0-154	0.4%	41%	False	False	755,859
20	117-225	115-150	2-075	1.9%	0-168	0.5%	62%	False	False	550,752
40	117-225	115-150	2-075	1.9%	0-156	0.4%	62%	False	False	277,144
60	117-225	113-180	4-045	3.5%	0-145	0.4%	80%	False	False	184,812

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	False
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	118-121
2.618	117-270
1.618	117-165
1.000	117-100
0.618	117-060
HIGH	116-315
0.618	116-275
0.500	116-262
0.382	116-250
LOW	116-210
0.618	116-145
1.000	116-105
1.618	116-040
2.618	115-255
4.250	115-084

Fisher Pivots for day following 15-Mar-2010
Pivot	1 day	3 day
R1	116-271	116-252
PP	116-267	116-230
S1	116-262	116-208

Download as Excel Spreadsheet

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

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