ECBOT 5 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 12-Feb-2010

Day Change Summary
	Previous	Current
	11-Feb-2010	12-Feb-2010	Change	Change %	Previous Week
Open	115-070	115-120	0-050	0.1%	115-260
High	115-080	115-160	0-080	0.2%	115-260
Low	115-010	115-100	0-090	0.2%	115-010
Close	115-070	115-130	0-060	0.2%	115-130
Range	0-070	0-060	-0-010	-14.3%	0-250
ATR	0-069	0-071	0-001	2.1%	0-000
Volume	1,122	2,998	1,876	167.2%	6,826

Daily Pivots for day following 12-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	115-310	115-280	115-163
R3	115-250	115-220	115-146
R2	115-190	115-190	115-141
R1	115-160	115-160	115-136	115-175
PP	115-130	115-130	115-130	115-138
S1	115-100	115-100	115-124	115-115
S2	115-070	115-070	115-119
S3	115-010	115-040	115-114
S4	114-270	114-300	115-097

Weekly Pivots for week ending 12-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	117-243	117-117	115-268
R3	116-313	116-187	115-199
R2	116-063	116-063	115-176
R1	115-257	115-257	115-153	115-195
PP	115-133	115-133	115-133	115-102
S1	115-007	115-007	115-107	114-265
S2	114-203	114-203	115-084
S3	113-273	114-077	115-061
S4	113-023	113-147	114-312

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%	0-068	0.2%	48%	False	False	1,365
10	115-260	114-300	0-280	0.8%	0-059	0.2%	54%	False	False	1,593

Crabel Price Patterns
NR	True
NR4	True
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	0-008
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	116-095
2.618	115-317
1.618	115-257
1.000	115-220
0.618	115-197
HIGH	115-160
0.618	115-137
0.500	115-130
0.382	115-123
LOW	115-100
0.618	115-063
1.000	115-040
1.618	115-003
2.618	114-263
4.250	114-165

Fisher Pivots for day following 12-Feb-2010
Pivot	1 day	3 day
R1	115-130	115-117
PP	115-130	115-103
S1	115-130	115-090

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols