ECBOT 5 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 15-Feb-2010

Day Change Summary
	Previous	Current
	12-Feb-2010	15-Feb-2010	Change	Change %	Previous Week
Open	115-120	115-130	0-010	0.0%	115-260
High	115-160	115-130	-0-030	-0.1%	115-260
Low	115-100	115-110	0-010	0.0%	115-010
Close	115-130	115-120	-0-010	0.0%	115-130
Range	0-060	0-020	-0-040	-66.7%	0-250
ATR	0-071	0-067	-0-004	-5.1%	0-000
Volume	2,998	5,341	2,343	78.2%	6,826

Daily Pivots for day following 15-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	115-180	115-170	115-131
R3	115-160	115-150	115-126
R2	115-140	115-140	115-124
R1	115-130	115-130	115-122	115-125
PP	115-120	115-120	115-120	115-118
S1	115-110	115-110	115-118	115-105
S2	115-100	115-100	115-116
S3	115-080	115-090	115-114
S4	115-060	115-070	115-109

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	115-230	115-010	0-220	0.6%	0-066	0.2%	50%	False	False	2,147
10	115-260	114-300	0-280	0.8%	0-052	0.1%	50%	False	False	1,792

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-008
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	115-215
2.618	115-182
1.618	115-162
1.000	115-150
0.618	115-142
HIGH	115-130
0.618	115-122
0.500	115-120
0.382	115-118
LOW	115-110
0.618	115-098
1.000	115-090
1.618	115-078
2.618	115-058
4.250	115-025

Fisher Pivots for day following 15-Feb-2010
Pivot	1 day	3 day
R1	115-120	115-108
PP	115-120	115-097
S1	115-120	115-085

Download as Excel Spreadsheet

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

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