ECBOT 5 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 11-Feb-2010
Day Change Summary
Previous Current
10-Feb-2010 11-Feb-2010 Change Change % Previous Week
Open 115-170 115-070 -0-100 -0.3% 115-100
High 115-170 115-080 -0-090 -0.2% 115-250
Low 115-060 115-010 -0-050 -0.1% 114-300
Close 115-070 115-070 0-000 0.0% 115-280
Range 0-110 0-070 -0-040 -36.4% 0-270
ATR 0-069 0-069 0-000 0.1% 0-000
Volume 1,025 1,122 97 9.5% 9,113
Daily Pivots for day following 11-Feb-2010
Classic Woodie Camarilla DeMark
R4 115-263 115-237 115-108
R3 115-193 115-167 115-089
R2 115-123 115-123 115-083
R1 115-097 115-097 115-076 115-105
PP 115-053 115-053 115-053 115-058
S1 115-027 115-027 115-064 115-035
S2 114-303 114-303 115-057
S3 114-233 114-277 115-051
S4 114-163 114-207 115-032
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
5 115-260 115-010 0-250 0.7% 0-076 0.2% 24% False True 1,482
10 115-260 114-300 0-280 0.8% 0-053 0.1% 32% False False 1,321
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 0-006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 116-058
2.618 115-263
1.618 115-193
1.000 115-150
0.618 115-123
HIGH 115-080
0.618 115-053
0.500 115-045
0.382 115-037
LOW 115-010
0.618 114-287
1.000 114-260
1.618 114-217
2.618 114-147
4.250 114-032
Fisher Pivots for day following 11-Feb-2010
Pivot 1 day 3 day
R1 115-062 115-120
PP 115-053 115-103
S1 115-045 115-087

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

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