ECBOT 5 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 01-Mar-2010

Day Change Summary
	Previous	Current
	26-Feb-2010	01-Mar-2010	Change	Change %	Previous Week
Open	115-220	115-250	0-030	0.1%	114-260
High	115-310	115-312	0-002	0.0%	116-020
Low	115-200	115-230	0-030	0.1%	114-250
Close	115-300	115-295	-0-005	0.0%	115-300
Range	0-110	0-082	-0-028	-25.5%	1-090
ATR	0-101	0-100	-0-001	-1.4%	0-000
Volume	455,009	413,352	-41,657	-9.2%	1,519,572

Daily Pivots for day following 01-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	116-205	116-172	116-020
R3	116-123	116-090	115-318
R2	116-041	116-041	115-310
R1	116-008	116-008	115-303	116-024
PP	115-279	115-279	115-279	115-287
S1	115-246	115-246	115-287	115-262
S2	115-197	115-197	115-280
S3	115-115	115-164	115-272
S4	115-033	115-082	115-250

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	114-270	1-070	1.1%	0-140	0.4%	88%	False	False	373,298
10	116-020	114-200	1-140	1.2%	0-128	0.3%	90%	False	False	200,042
20	116-020	114-200	1-140	1.2%	0-090	0.2%	90%	False	False	100,917

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	0-022
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	117-020
2.618	116-207
1.618	116-125
1.000	116-074
0.618	116-043
HIGH	115-312
0.618	115-281
0.500	115-271
0.382	115-261
LOW	115-230
0.618	115-179
1.000	115-148
1.618	115-097
2.618	115-015
4.250	114-202

Fisher Pivots for day following 01-Mar-2010
Pivot	1 day	3 day
R1	115-287	115-272
PP	115-279	115-248
S1	115-271	115-225

Download as Excel Spreadsheet

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

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