ECBOT 5 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 04-Feb-2010

Day Change Summary
	Previous	Current
	03-Feb-2010	04-Feb-2010	Change	Change %	Previous Week
Open	115-000	115-150	0-150	0.4%	114-270
High	115-030	115-160	0-130	0.4%	115-070
Low	114-300	115-150	0-170	0.5%	114-270
Close	114-310	115-140	0-150	0.4%	115-070
Range	0-050	0-010	-0-040	-80.0%	0-120
ATR
Volume	113	2,004	1,891	1,673.5%	823

Daily Pivots for day following 04-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	115-180	115-170	115-146
R3	115-170	115-160	115-143
R2	115-160	115-160	115-142
R1	115-150	115-150	115-141	115-150
PP	115-150	115-150	115-150	115-150
S1	115-140	115-140	115-139	115-140
S2	115-140	115-140	115-138
S3	115-130	115-130	115-137
S4	115-120	115-120	115-134

Weekly Pivots for week ending 29-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	116-070	116-030	115-136
R3	115-270	115-230	115-103
R2	115-150	115-150	115-092
R1	115-110	115-110	115-081	115-130
PP	115-030	115-030	115-030	115-040
S1	114-310	114-310	115-059	115-010
S2	114-230	114-230	115-048
S3	114-110	114-190	115-037
S4	113-310	114-070	115-004

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-160	114-300	0-180	0.5%	0-030	0.1%	89%	True	False	1,159
10	115-160	114-260	0-220	0.6%	0-018	0.0%	91%	True	False	635

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	0-002
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	115-202
2.618	115-186
1.618	115-176
1.000	115-170
0.618	115-166
HIGH	115-160
0.618	115-156
0.500	115-155
0.382	115-154
LOW	115-150
0.618	115-144
1.000	115-140
1.618	115-134
2.618	115-124
4.250	115-108

Fisher Pivots for day following 04-Feb-2010
Pivot	1 day	3 day
R1	115-155	115-117
PP	115-150	115-093
S1	115-145	115-070

Download as Excel Spreadsheet

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

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