ECBOT 5 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 18-Feb-2010

Day Change Summary
	Previous	Current
	17-Feb-2010	18-Feb-2010	Change	Change %	Previous Week
Open	115-160	115-070	-0-090	-0.2%	115-260
High	115-170	115-100	-0-070	-0.2%	115-260
Low	115-030	114-250	-0-100	-0.3%	115-010
Close	115-050	114-300	-0-070	-0.2%	115-130
Range	0-140	0-170	0-030	21.4%	0-250
ATR	0-077	0-083	0-007	8.7%	0-000
Volume	8,735	11,559	2,824	32.3%	6,826

Daily Pivots for day following 18-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	116-193	116-097	115-074
R3	116-023	115-247	115-027
R2	115-173	115-173	115-011
R1	115-077	115-077	114-316	115-040
PP	115-003	115-003	115-003	114-305
S1	114-227	114-227	114-284	114-190
S2	114-153	114-153	114-269
S3	113-303	114-057	114-253
S4	113-133	113-207	114-206

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	114-250	0-270	0.7%	0-100	0.3%	19%	False	True	6,794
10	115-260	114-250	1-010	0.9%	0-088	0.2%	15%	False	True	4,138
20	115-260	114-250	1-010	0.9%	0-053	0.1%	15%	False	True	2,387

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	0-014
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	117-182
2.618	116-225
1.618	116-055
1.000	115-270
0.618	115-205
HIGH	115-100
0.618	115-035
0.500	115-015
0.382	114-315
LOW	114-250
0.618	114-145
1.000	114-080
1.618	113-295
2.618	113-125
4.250	112-168

Fisher Pivots for day following 18-Feb-2010
Pivot	1 day	3 day
R1	115-015	115-065
PP	115-003	115-037
S1	114-312	115-008

Download as Excel Spreadsheet

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

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