ECBOT 5 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 09-Feb-2010

Day Change Summary
	Previous	Current
	08-Feb-2010	09-Feb-2010	Change	Change %	Previous Week
Open	115-260	115-230	-0-030	-0.1%	115-100
High	115-260	115-230	-0-030	-0.1%	115-250
Low	115-230	115-160	-0-070	-0.2%	114-300
Close	115-220	115-160	-0-060	-0.2%	115-280
Range	0-030	0-070	0-040	133.3%	0-270
ATR	0-066	0-066	0-000	0.4%	0-000
Volume	1,429	252	-1,177	-82.4%	9,113

Daily Pivots for day following 09-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	116-073	116-027	115-198
R3	116-003	115-277	115-179
R2	115-253	115-253	115-173
R1	115-207	115-207	115-166	115-195
PP	115-183	115-183	115-183	115-178
S1	115-137	115-137	115-154	115-125
S2	115-113	115-113	115-147
S3	115-043	115-067	115-141
S4	114-293	114-317	115-122

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%	0-052	0.1%	64%	False	False	1,476
10	115-260	114-290	0-290	0.8%	0-038	0.1%	66%	False	False	1,158

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-005
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	116-208
2.618	116-093
1.618	116-023
1.000	115-300
0.618	115-273
HIGH	115-230
0.618	115-203
0.500	115-195
0.382	115-187
LOW	115-160
0.618	115-117
1.000	115-090
1.618	115-047
2.618	114-297
4.250	114-182

Fisher Pivots for day following 09-Feb-2010
Pivot	1 day	3 day
R1	115-195	115-205
PP	115-183	115-190
S1	115-172	115-175

Download as Excel Spreadsheet

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

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