ECBOT 5 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 08-Mar-2010

Day Change Summary
	Previous	Current
	05-Mar-2010	08-Mar-2010	Change	Change %	Previous Week
Open	115-300	115-210	-0-090	-0.2%	115-250
High	115-317	115-210	-0-107	-0.3%	116-047
Low	115-150	115-142	-0-008	0.0%	115-150
Close	115-200	115-185	-0-015	0.0%	115-200
Range	0-167	0-068	-0-099	-59.3%	0-217
ATR	0-105	0-102	-0-003	-2.5%	0-000
Volume	477,886	564,058	86,172	18.0%	1,946,397

Daily Pivots for day following 08-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	116-063	116-032	115-222
R3	115-315	115-284	115-204
R2	115-247	115-247	115-197
R1	115-216	115-216	115-191	115-198
PP	115-179	115-179	115-179	115-170
S1	115-148	115-148	115-179	115-130
S2	115-111	115-111	115-173
S3	115-043	115-080	115-166
S4	114-295	115-012	115-148

Weekly Pivots for week ending 05-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	117-250	117-122	115-319
R3	117-033	116-225	115-260
R2	116-136	116-136	115-240
R1	116-008	116-008	115-220	115-284
PP	115-239	115-239	115-239	115-217
S1	115-111	115-111	115-180	115-066
S2	115-022	115-022	115-160
S3	114-125	114-214	115-140
S4	113-228	113-317	115-081

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-047	115-142	0-225	0.6%	0-107	0.3%	19%	False	True	419,420
10	116-047	114-270	1-097	1.1%	0-124	0.3%	56%	False	False	396,359
20	116-047	114-200	1-167	1.3%	0-107	0.3%	63%	False	False	205,413

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-023
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	116-179
2.618	116-068
1.618	116-000
1.000	115-278
0.618	115-252
HIGH	115-210
0.618	115-184
0.500	115-176
0.382	115-168
LOW	115-142
0.618	115-100
1.000	115-074
1.618	115-032
2.618	114-284
4.250	114-173

Fisher Pivots for day following 08-Mar-2010
Pivot	1 day	3 day
R1	115-182	115-254
PP	115-179	115-231
S1	115-176	115-208

Download as Excel Spreadsheet

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

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