ECBOT 5 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 10-Feb-2010

Day Change Summary
	Previous	Current
	09-Feb-2010	10-Feb-2010	Change	Change %	Previous Week
Open	115-230	115-170	-0-060	-0.2%	115-100
High	115-230	115-170	-0-060	-0.2%	115-250
Low	115-160	115-060	-0-100	-0.3%	114-300
Close	115-160	115-070	-0-090	-0.2%	115-280
Range	0-070	0-110	0-040	57.1%	0-270
ATR	0-066	0-069	0-003	4.7%	0-000
Volume	252	1,025	773	306.7%	9,113

Daily Pivots for day following 10-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	116-110	116-040	115-130
R3	116-000	115-250	115-100
R2	115-210	115-210	115-090
R1	115-140	115-140	115-080	115-120
PP	115-100	115-100	115-100	115-090
S1	115-030	115-030	115-060	115-010
S2	114-310	114-310	115-050
S3	114-200	114-240	115-040
S4	114-090	114-130	115-010

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	115-060	0-200	0.5%	0-064	0.2%	5%	False	True	1,659
10	115-260	114-290	0-290	0.8%	0-046	0.1%	34%	False	False	1,261

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 17 trading days

Fibonacci Retracements and Extensions
4.250	116-318
2.618	116-138
1.618	116-028
1.000	115-280
0.618	115-238
HIGH	115-170
0.618	115-128
0.500	115-115
0.382	115-102
LOW	115-060
0.618	114-312
1.000	114-270
1.618	114-202
2.618	114-092
4.250	113-232

Fisher Pivots for day following 10-Feb-2010
Pivot	1 day	3 day
R1	115-115	115-160
PP	115-100	115-130
S1	115-085	115-100

Download as Excel Spreadsheet

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

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