ECBOT 5 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 25-Feb-2010

Day Change Summary
	Previous	Current
	24-Feb-2010	25-Feb-2010	Change	Change %	Previous Week
Open	115-120	115-120	0-000	0.0%	115-130
High	115-180	116-020	0-160	0.4%	115-200
Low	115-080	115-110	0-030	0.1%	114-200
Close	115-110	115-220	0-110	0.3%	114-260
Range	0-100	0-230	0-130	130.0%	1-000
ATR	0-090	0-100	0-010	11.0%	0-000
Volume	338,930	538,563	199,633	58.9%	72,844

Daily Pivots for day following 25-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	117-273	117-157	116-026
R3	117-043	116-247	115-283
R2	116-133	116-133	115-262
R1	116-017	116-017	115-241	116-075
PP	115-223	115-223	115-223	115-252
S1	115-107	115-107	115-199	115-165
S2	114-313	114-313	115-178
S3	114-083	114-197	115-157
S4	113-173	113-287	115-094

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	116-020	114-200	1-140	1.2%	0-134	0.4%	74%	True	False	221,286
10	116-020	114-200	1-140	1.2%	0-117	0.3%	74%	True	False	114,040
20	116-020	114-200	1-140	1.2%	0-085	0.2%	74%	True	False	57,680

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	0-020
Widest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	119-038
2.618	117-302
1.618	117-072
1.000	116-250
0.618	116-162
HIGH	116-020
0.618	115-252
0.500	115-225
0.382	115-198
LOW	115-110
0.618	114-288
1.000	114-200
1.618	114-058
2.618	113-148
4.250	112-092

Fisher Pivots for day following 25-Feb-2010
Pivot	1 day	3 day
R1	115-225	115-195
PP	115-223	115-170
S1	115-222	115-145

Download as Excel Spreadsheet

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

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