ECBOT 5 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 12-Mar-2010

Day Change Summary
	Previous	Current
	11-Mar-2010	12-Mar-2010	Change	Change %	Previous Week
Open	115-140	115-082	-0-058	-0.2%	115-210
High	115-155	115-132	-0-023	-0.1%	115-240
Low	115-067	114-285	-0-102	-0.3%	114-285
Close	115-090	115-080	-0-010	0.0%	115-080
Range	0-088	0-167	0-079	89.8%	0-275
ATR	0-100	0-105	0-005	4.8%	0-000
Volume	434,896	459,579	24,683	5.7%	2,094,301

Daily Pivots for day following 12-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	116-240	116-167	115-172
R3	116-073	116-000	115-126
R2	115-226	115-226	115-111
R1	115-153	115-153	115-095	115-106
PP	115-059	115-059	115-059	115-036
S1	114-306	114-306	115-065	114-259
S2	114-212	114-212	115-049
S3	114-045	114-139	115-034
S4	113-198	113-292	114-308

Weekly Pivots for week ending 12-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	117-280	117-135	115-231
R3	117-005	116-180	115-156
R2	116-050	116-050	115-130
R1	115-225	115-225	115-105	115-160
PP	115-095	115-095	115-095	115-062
S1	114-270	114-270	115-055	114-205
S2	114-140	114-140	115-030
S3	113-185	113-315	115-004
S4	112-230	113-040	114-249

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-240	114-285	0-275	0.7%	0-101	0.3%	42%	False	True	418,860
10	116-047	114-285	1-082	1.1%	0-106	0.3%	29%	False	True	404,069
20	116-047	114-200	1-167	1.3%	0-114	0.3%	41%	False	False	281,655

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-022
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	117-202
2.618	116-249
1.618	116-082
1.000	115-299
0.618	115-235
HIGH	115-132
0.618	115-068
0.500	115-048
0.382	115-029
LOW	114-285
0.618	114-182
1.000	114-118
1.618	114-015
2.618	113-168
4.250	112-215

Fisher Pivots for day following 12-Mar-2010
Pivot	1 day	3 day
R1	115-070	115-095
PP	115-059	115-090
S1	115-048	115-085

Download as Excel Spreadsheet

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

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