ECBOT 5 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 22-Feb-2010

Day Change Summary
	Previous	Current
	19-Feb-2010	22-Feb-2010	Change	Change %	Previous Week
Open	114-220	114-260	0-040	0.1%	115-130
High	114-300	114-310	0-010	0.0%	115-200
Low	114-200	114-250	0-050	0.1%	114-200
Close	114-260	114-280	0-020	0.1%	114-260
Range	0-100	0-060	-0-040	-40.0%	1-000
ATR	0-085	0-083	-0-002	-2.1%	0-000
Volume	41,868	66,432	24,564	58.7%	72,844

Daily Pivots for day following 22-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	115-140	115-110	114-313
R3	115-080	115-050	114-296
R2	115-020	115-020	114-291
R1	114-310	114-310	114-286	115-005
PP	114-280	114-280	114-280	114-288
S1	114-250	114-250	114-274	114-265
S2	114-220	114-220	114-269
S3	114-160	114-190	114-264
S4	114-100	114-130	114-247

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%	0-116	0.3%	25%	False	False	26,787
10	115-230	114-200	1-030	1.0%	0-091	0.2%	23%	False	False	14,467
20	115-260	114-200	1-060	1.0%	0-061	0.2%	21%	False	False	7,800

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-014
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	115-245
2.618	115-147
1.618	115-087
1.000	115-050
0.618	115-027
HIGH	114-310
0.618	114-287
0.500	114-280
0.382	114-273
LOW	114-250
0.618	114-213
1.000	114-190
1.618	114-153
2.618	114-093
4.250	113-315

Fisher Pivots for day following 22-Feb-2010
Pivot	1 day	3 day
R1	114-280	114-310
PP	114-280	114-300
S1	114-280	114-290

Download as Excel Spreadsheet

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

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