ECBOT 5 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 10-Mar-2010

Day Change Summary
	Previous	Current
	09-Mar-2010	10-Mar-2010	Change	Change %	Previous Week
Open	115-160	115-210	0-050	0.1%	115-250
High	115-240	115-225	-0-015	0.0%	116-047
Low	115-160	115-122	-0-038	-0.1%	115-150
Close	115-210	115-142	-0-068	-0.2%	115-200
Range	0-080	0-103	0-023	28.8%	0-217
ATR	0-101	0-101	0-000	0.2%	0-000
Volume	283,842	351,926	68,084	24.0%	1,946,397

Daily Pivots for day following 10-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	116-152	116-090	115-199
R3	116-049	115-307	115-170
R2	115-266	115-266	115-161
R1	115-204	115-204	115-151	115-184
PP	115-163	115-163	115-163	115-153
S1	115-101	115-101	115-133	115-080
S2	115-060	115-060	115-123
S3	114-277	114-318	115-114
S4	114-174	114-215	115-085

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	115-122	0-245	0.7%	0-110	0.3%	8%	False	True	408,814
10	116-047	115-110	0-257	0.7%	0-114	0.3%	12%	False	False	413,979
20	116-047	114-200	1-167	1.3%	0-108	0.3%	54%	False	False	237,137

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	0-019
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	117-023
2.618	116-175
1.618	116-072
1.000	116-008
0.618	115-289
HIGH	115-225
0.618	115-186
0.500	115-174
0.382	115-161
LOW	115-122
0.618	115-058
1.000	115-019
1.618	114-275
2.618	114-172
4.250	114-004

Fisher Pivots for day following 10-Mar-2010
Pivot	1 day	3 day
R1	115-174	115-181
PP	115-163	115-168
S1	115-152	115-155

Download as Excel Spreadsheet

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

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