ECBOT 5 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 23-Feb-2010

Day Change Summary
	Previous	Current
	22-Feb-2010	23-Feb-2010	Change	Change %	Previous Week
Open	114-260	114-290	0-030	0.1%	115-130
High	114-310	115-130	0-140	0.4%	115-200
Low	114-250	114-270	0-020	0.1%	114-200
Close	114-280	115-110	0-150	0.4%	114-260
Range	0-060	0-180	0-120	200.0%	1-000
ATR	0-083	0-090	0-007	8.4%	0-000
Volume	66,432	120,638	54,206	81.6%	72,844

Daily Pivots for day following 23-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	116-283	116-217	115-209
R3	116-103	116-037	115-160
R2	115-243	115-243	115-143
R1	115-177	115-177	115-126	115-210
PP	115-063	115-063	115-063	115-080
S1	114-317	114-317	115-094	115-030
S2	114-203	114-203	115-077
S3	114-023	114-137	115-060
S4	113-163	113-277	115-011

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	115-170	114-200	0-290	0.8%	0-130	0.4%	79%	False	False	49,846
10	115-200	114-200	1-000	0.9%	0-102	0.3%	72%	False	False	26,505
20	115-260	114-200	1-060	1.0%	0-070	0.2%	61%	False	False	13,832

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	0-016
Widest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	117-255
2.618	116-281
1.618	116-101
1.000	115-310
0.618	115-241
HIGH	115-130
0.618	115-061
0.500	115-040
0.382	115-019
LOW	114-270
0.618	114-159
1.000	114-090
1.618	113-299
2.618	113-119
4.250	112-145

Fisher Pivots for day following 23-Feb-2010
Pivot	1 day	3 day
R1	115-087	115-075
PP	115-063	115-040
S1	115-040	115-005

Download as Excel Spreadsheet

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

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