ECBOT 5 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 26-Feb-2010

Day Change Summary
	Previous	Current
	25-Feb-2010	26-Feb-2010	Change	Change %	Previous Week
Open	115-120	115-220	0-100	0.3%	114-260
High	116-020	115-310	-0-030	-0.1%	116-020
Low	115-110	115-200	0-090	0.2%	114-250
Close	115-220	115-300	0-080	0.2%	115-300
Range	0-230	0-110	-0-120	-52.2%	1-090
ATR	0-100	0-101	0-001	0.7%	0-000
Volume	538,563	455,009	-83,554	-15.5%	1,519,572

Daily Pivots for day following 26-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	116-280	116-240	116-040
R3	116-170	116-130	116-010
R2	116-060	116-060	116-000
R1	116-020	116-020	115-310	116-040
PP	115-270	115-270	115-270	115-280
S1	115-230	115-230	115-290	115-250
S2	115-160	115-160	115-280
S3	115-050	115-120	115-270
S4	114-260	115-010	115-240

Weekly Pivots for week ending 26-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	119-140	118-310	116-206
R3	118-050	117-220	116-093
R2	116-280	116-280	116-055
R1	116-130	116-130	116-018	116-205
PP	115-190	115-190	115-190	115-228
S1	115-040	115-040	115-262	115-115
S2	114-100	114-100	115-225
S3	113-010	113-270	115-187
S4	111-240	112-180	115-074

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-020	114-250	1-090	1.1%	0-136	0.4%	90%	False	False	303,914
10	116-020	114-200	1-140	1.2%	0-122	0.3%	91%	False	False	159,241
20	116-020	114-200	1-140	1.2%	0-090	0.2%	91%	False	False	80,417

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	117-138
2.618	116-278
1.618	116-168
1.000	116-100
0.618	116-058
HIGH	115-310
0.618	115-268
0.500	115-255
0.382	115-242
LOW	115-200
0.618	115-132
1.000	115-090
1.618	115-022
2.618	114-232
4.250	114-052

Fisher Pivots for day following 26-Feb-2010
Pivot	1 day	3 day
R1	115-285	115-270
PP	115-270	115-240
S1	115-255	115-210

Download as Excel Spreadsheet

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

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