ECBOT 5 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 09-Mar-2010

Day Change Summary
	Previous	Current
	08-Mar-2010	09-Mar-2010	Change	Change %	Previous Week
Open	115-210	115-160	-0-050	-0.1%	115-250
High	115-210	115-240	0-030	0.1%	116-047
Low	115-142	115-160	0-018	0.0%	115-150
Close	115-185	115-210	0-025	0.1%	115-200
Range	0-068	0-080	0-012	17.6%	0-217
ATR	0-102	0-101	-0-002	-1.5%	0-000
Volume	564,058	283,842	-280,216	-49.7%	1,946,397

Daily Pivots for day following 09-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	116-123	116-087	115-254
R3	116-043	116-007	115-232
R2	115-283	115-283	115-225
R1	115-247	115-247	115-217	115-265
PP	115-203	115-203	115-203	115-212
S1	115-167	115-167	115-203	115-185
S2	115-123	115-123	115-195
S3	115-043	115-087	115-188
S4	114-283	115-007	115-166

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%	0-104	0.3%	30%	False	False	405,126
10	116-047	115-080	0-287	0.8%	0-114	0.3%	45%	False	False	412,679
20	116-047	114-200	1-167	1.3%	0-108	0.3%	68%	False	False	219,592

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	0-021
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	116-260
2.618	116-129
1.618	116-049
1.000	116-000
0.618	115-289
HIGH	115-240
0.618	115-209
0.500	115-200
0.382	115-191
LOW	115-160
0.618	115-111
1.000	115-080
1.618	115-031
2.618	114-271
4.250	114-140

Fisher Pivots for day following 09-Mar-2010
Pivot	1 day	3 day
R1	115-207	115-230
PP	115-203	115-223
S1	115-200	115-216

Download as Excel Spreadsheet

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

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