ECBOT 5 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 19-Feb-2010

Day Change Summary
	Previous	Current
	18-Feb-2010	19-Feb-2010	Change	Change %	Previous Week
Open	115-070	114-220	-0-170	-0.5%	115-130
High	115-100	114-300	-0-120	-0.3%	115-200
Low	114-250	114-200	-0-050	-0.1%	114-200
Close	114-300	114-260	-0-040	-0.1%	114-260
Range	0-170	0-100	-0-070	-41.2%	1-000
ATR	0-083	0-085	0-001	1.4%	0-000
Volume	11,559	41,868	30,309	262.2%	72,844

Daily Pivots for day following 19-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	115-233	115-187	114-315
R3	115-133	115-087	114-288
R2	115-033	115-033	114-278
R1	114-307	114-307	114-269	115-010
PP	114-253	114-253	114-253	114-265
S1	114-207	114-207	114-251	114-230
S2	114-153	114-153	114-242
S3	114-053	114-107	114-232
S4	113-273	114-007	114-205

Weekly Pivots for week ending 19-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	118-007	117-133	115-116
R3	117-007	116-133	115-028
R2	116-007	116-007	114-319
R1	115-133	115-133	114-289	115-070
PP	115-007	115-007	115-007	114-295
S1	114-133	114-133	114-231	114-070
S2	114-007	114-007	114-201
S3	113-007	113-133	114-172
S4	112-007	112-133	114-084

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-200	114-200	1-000	0.9%	0-108	0.3%	19%	False	True	14,568
10	115-260	114-200	1-060	1.0%	0-088	0.2%	16%	False	True	7,967
20	115-260	114-200	1-060	1.0%	0-058	0.2%	16%	False	True	4,480

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	0-013
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	116-085
2.618	115-242
1.618	115-142
1.000	115-080
0.618	115-042
HIGH	114-300
0.618	114-262
0.500	114-250
0.382	114-238
LOW	114-200
0.618	114-138
1.000	114-100
1.618	114-038
2.618	113-258
4.250	113-095

Fisher Pivots for day following 19-Feb-2010
Pivot	1 day	3 day
R1	114-257	115-025
PP	114-253	114-317
S1	114-250	114-288

Download as Excel Spreadsheet

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

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