ECBOT 5 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 03-Mar-2010

Day Change Summary
	Previous	Current
	02-Mar-2010	03-Mar-2010	Change	Change %	Previous Week
Open	115-292	116-002	0-030	0.1%	114-260
High	116-010	116-020	0-010	0.0%	116-020
Low	115-237	115-265	0-028	0.1%	114-250
Close	115-315	115-317	0-002	0.0%	115-300
Range	0-093	0-075	-0-018	-19.4%	1-090
ATR	0-099	0-098	-0-002	-1.7%	0-000
Volume	355,312	333,488	-21,824	-6.1%	1,519,572

Daily Pivots for day following 03-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	116-212	116-180	116-038
R3	116-137	116-105	116-018
R2	116-062	116-062	116-011
R1	116-030	116-030	116-004	116-008
PP	115-307	115-307	115-307	115-297
S1	115-275	115-275	115-310	115-254
S2	115-232	115-232	115-303
S3	115-157	115-200	115-296
S4	115-082	115-125	115-276

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	115-110	0-230	0.6%	0-118	0.3%	90%	True	False	419,144
10	116-020	114-200	1-140	1.2%	0-120	0.3%	95%	True	False	267,515
20	116-020	114-200	1-140	1.2%	0-096	0.3%	95%	True	False	135,349

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-023
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	117-019
2.618	116-216
1.618	116-141
1.000	116-095
0.618	116-066
HIGH	116-020
0.618	115-311
0.500	115-302
0.382	115-294
LOW	115-265
0.618	115-219
1.000	115-190
1.618	115-144
2.618	115-069
4.250	114-266

Fisher Pivots for day following 03-Mar-2010
Pivot	1 day	3 day
R1	115-312	115-306
PP	115-307	115-296
S1	115-302	115-285

Download as Excel Spreadsheet

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

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