ECBOT 5 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 04-Mar-2010

Day Change Summary
	Previous	Current
	03-Mar-2010	04-Mar-2010	Change	Change %	Previous Week
Open	116-002	115-317	-0-005	0.0%	114-260
High	116-020	116-047	0-027	0.1%	116-020
Low	115-265	115-235	-0-030	-0.1%	114-250
Close	115-317	115-295	-0-022	-0.1%	115-300
Range	0-075	0-132	0-057	76.0%	1-090
ATR	0-098	0-100	0-002	2.5%	0-000
Volume	333,488	366,359	32,871	9.9%	1,519,572

Daily Pivots for day following 04-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	117-055	116-307	116-048
R3	116-243	116-175	116-011
R2	116-111	116-111	115-319
R1	116-043	116-043	115-307	116-011
PP	115-299	115-299	115-299	115-283
S1	115-231	115-231	115-283	115-199
S2	115-167	115-167	115-271
S3	115-035	115-099	115-259
S4	114-223	114-287	115-222

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	116-047	115-200	0-167	0.5%	0-098	0.3%	57%	True	False	384,704
10	116-047	114-200	1-167	1.3%	0-116	0.3%	85%	True	False	302,995
20	116-047	114-200	1-167	1.3%	0-102	0.3%	85%	True	False	153,566

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-025
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	117-288
2.618	117-073
1.618	116-261
1.000	116-179
0.618	116-129
HIGH	116-047
0.618	115-317
0.500	115-301
0.382	115-285
LOW	115-235
0.618	115-153
1.000	115-103
1.618	115-021
2.618	114-209
4.250	113-314

Fisher Pivots for day following 04-Mar-2010
Pivot	1 day	3 day
R1	115-301	115-301
PP	115-299	115-299
S1	115-297	115-297

Download as Excel Spreadsheet

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

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