ECBOT 5 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 16-Feb-2010

Day Change Summary
	Previous	Current
	15-Feb-2010	16-Feb-2010	Change	Change %	Previous Week
Open	115-130	115-130	0-000	0.0%	115-260
High	115-130	115-200	0-070	0.2%	115-260
Low	115-110	115-090	-0-020	-0.1%	115-010
Close	115-120	115-190	0-070	0.2%	115-130
Range	0-020	0-110	0-090	450.0%	0-250
ATR	0-067	0-070	0-003	4.5%	0-000
Volume	5,341	5,341	0	0.0%	6,826

Daily Pivots for day following 16-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	116-170	116-130	115-250
R3	116-060	116-020	115-220
R2	115-270	115-270	115-210
R1	115-230	115-230	115-200	115-250
PP	115-160	115-160	115-160	115-170
S1	115-120	115-120	115-180	115-140
S2	115-050	115-050	115-170
S3	114-260	115-010	115-160
S4	114-150	114-220	115-130

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	115-200	115-010	0-190	0.5%	0-074	0.2%	95%	True	False	3,165
10	115-260	114-300	0-280	0.8%	0-063	0.2%	75%	False	False	2,321
20	115-260	114-160	1-100	1.1%	0-038	0.1%	83%	False	False	1,372

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-012
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	117-028
2.618	116-168
1.618	116-058
1.000	115-310
0.618	115-268
HIGH	115-200
0.618	115-158
0.500	115-145
0.382	115-132
LOW	115-090
0.618	115-022
1.000	114-300
1.618	114-232
2.618	114-122
4.250	113-262

Fisher Pivots for day following 16-Feb-2010
Pivot	1 day	3 day
R1	115-175	115-175
PP	115-160	115-160
S1	115-145	115-145

Download as Excel Spreadsheet

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

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