ECBOT 5 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 17-Feb-2010

Day Change Summary
	Previous	Current
	16-Feb-2010	17-Feb-2010	Change	Change %	Previous Week
Open	115-130	115-160	0-030	0.1%	115-260
High	115-200	115-170	-0-030	-0.1%	115-260
Low	115-090	115-030	-0-060	-0.2%	115-010
Close	115-190	115-050	-0-140	-0.4%	115-130
Range	0-110	0-140	0-030	27.3%	0-250
ATR	0-070	0-077	0-006	9.1%	0-000
Volume	5,341	8,735	3,394	63.5%	6,826

Daily Pivots for day following 17-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	116-183	116-097	115-127
R3	116-043	115-277	115-088
R2	115-223	115-223	115-076
R1	115-137	115-137	115-063	115-110
PP	115-083	115-083	115-083	115-070
S1	114-317	114-317	115-037	114-290
S2	114-263	114-263	115-024
S3	114-123	114-177	115-012
S4	113-303	114-037	114-293

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%	0-080	0.2%	21%	False	False	4,707
10	115-260	115-010	0-250	0.7%	0-072	0.2%	16%	False	False	3,183
20	115-260	114-230	1-030	0.9%	0-044	0.1%	40%	False	False	1,809

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	0-011
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	117-125
2.618	116-217
1.618	116-077
1.000	115-310
0.618	115-257
HIGH	115-170
0.618	115-117
0.500	115-100
0.382	115-083
LOW	115-030
0.618	114-263
1.000	114-210
1.618	114-123
2.618	113-303
4.250	113-075

Fisher Pivots for day following 17-Feb-2010
Pivot	1 day	3 day
R1	115-100	115-115
PP	115-083	115-093
S1	115-067	115-072

Download as Excel Spreadsheet

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

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