ECBOT 5 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 08-Feb-2010

Day Change Summary
	Previous	Current
	05-Feb-2010	08-Feb-2010	Change	Change %	Previous Week
Open	115-220	115-260	0-040	0.1%	115-100
High	115-250	115-260	0-010	0.0%	115-250
Low	115-150	115-230	0-080	0.2%	114-300
Close	115-280	115-220	-0-060	-0.2%	115-280
Range	0-100	0-030	-0-070	-70.0%	0-270
ATR	0-067	0-066	-0-001	-1.8%	0-000
Volume	3,586	1,429	-2,157	-60.2%	9,113

Daily Pivots for day following 08-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	116-007	115-303	115-236
R3	115-297	115-273	115-228
R2	115-267	115-267	115-226
R1	115-243	115-243	115-223	115-240
PP	115-237	115-237	115-237	115-235
S1	115-213	115-213	115-217	115-210
S2	115-207	115-207	115-214
S3	115-177	115-183	115-212
S4	115-147	115-153	115-204

Weekly Pivots for week ending 05-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	118-020	117-260	116-108
R3	117-070	116-310	116-034
R2	116-120	116-120	116-010
R1	116-040	116-040	115-305	116-080
PP	115-170	115-170	115-170	115-190
S1	115-090	115-090	115-255	115-130
S2	114-220	114-220	115-230
S3	113-270	114-140	115-206
S4	113-000	113-190	115-132

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-260	114-300	0-280	0.8%	0-038	0.1%	86%	True	False	1,436
10	115-260	114-270	0-310	0.8%	0-031	0.1%	87%	True	False	1,134

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	True
Stretch	0-005
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	116-068
2.618	116-019
1.618	115-309
1.000	115-290
0.618	115-279
HIGH	115-260
0.618	115-249
0.500	115-245
0.382	115-241
LOW	115-230
0.618	115-211
1.000	115-200
1.618	115-181
2.618	115-151
4.250	115-102

Fisher Pivots for day following 08-Feb-2010
Pivot	1 day	3 day
R1	115-245	115-215
PP	115-237	115-210
S1	115-228	115-205

Download as Excel Spreadsheet

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

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