ECBOT 5 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 02-Mar-2010

Day Change Summary
	Previous	Current
	01-Mar-2010	02-Mar-2010	Change	Change %	Previous Week
Open	115-250	115-292	0-042	0.1%	114-260
High	115-312	116-010	0-018	0.0%	116-020
Low	115-230	115-237	0-007	0.0%	114-250
Close	115-295	115-315	0-020	0.1%	115-300
Range	0-082	0-093	0-011	13.4%	1-090
ATR	0-100	0-099	0-000	-0.5%	0-000
Volume	413,352	355,312	-58,040	-14.0%	1,519,572

Daily Pivots for day following 02-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	116-253	116-217	116-046
R3	116-160	116-124	116-021
R2	116-067	116-067	116-012
R1	116-031	116-031	116-004	116-049
PP	115-294	115-294	115-294	115-303
S1	115-258	115-258	115-306	115-276
S2	115-201	115-201	115-298
S3	115-108	115-165	115-289
S4	115-015	115-072	115-264

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	115-080	0-260	0.7%	0-123	0.3%	90%	False	False	420,233
10	116-020	114-200	1-140	1.2%	0-126	0.3%	95%	False	False	235,039
20	116-020	114-200	1-140	1.2%	0-095	0.3%	95%	False	False	118,680

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	117-085
2.618	116-253
1.618	116-160
1.000	116-103
0.618	116-067
HIGH	116-010
0.618	115-294
0.500	115-284
0.382	115-273
LOW	115-237
0.618	115-180
1.000	115-144
1.618	115-087
2.618	114-314
4.250	114-162

Fisher Pivots for day following 02-Mar-2010
Pivot	1 day	3 day
R1	115-304	115-298
PP	115-294	115-282
S1	115-284	115-265

Download as Excel Spreadsheet

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

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