ECBOT 5 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 11-Mar-2010

Day Change Summary
	Previous	Current
	10-Mar-2010	11-Mar-2010	Change	Change %	Previous Week
Open	115-210	115-140	-0-070	-0.2%	115-250
High	115-225	115-155	-0-070	-0.2%	116-047
Low	115-122	115-067	-0-055	-0.1%	115-150
Close	115-142	115-090	-0-052	-0.1%	115-200
Range	0-103	0-088	-0-015	-14.6%	0-217
ATR	0-101	0-100	-0-001	-0.9%	0-000
Volume	351,926	434,896	82,970	23.6%	1,946,397

Daily Pivots for day following 11-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	116-048	115-317	115-138
R3	115-280	115-229	115-114
R2	115-192	115-192	115-106
R1	115-141	115-141	115-098	115-122
PP	115-104	115-104	115-104	115-095
S1	115-053	115-053	115-082	115-034
S2	115-016	115-016	115-074
S3	114-248	114-285	115-066
S4	114-160	114-197	115-042

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	115-317	115-067	0-250	0.7%	0-101	0.3%	9%	False	True	422,521
10	116-047	115-067	0-300	0.8%	0-100	0.3%	8%	False	True	403,612
20	116-047	114-200	1-167	1.3%	0-108	0.3%	43%	False	False	258,826

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	116-209
2.618	116-065
1.618	115-297
1.000	115-243
0.618	115-209
HIGH	115-155
0.618	115-121
0.500	115-111
0.382	115-101
LOW	115-067
0.618	115-013
1.000	114-299
1.618	114-245
2.618	114-157
4.250	114-013

Fisher Pivots for day following 11-Mar-2010
Pivot	1 day	3 day
R1	115-111	115-154
PP	115-104	115-132
S1	115-097	115-111

Download as Excel Spreadsheet

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

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