ECBOT 5 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 15-Mar-2010

Day Change Summary
	Previous	Current
	12-Mar-2010	15-Mar-2010	Change	Change %	Previous Week
Open	115-082	115-097	0-015	0.0%	115-210
High	115-132	115-127	-0-005	0.0%	115-240
Low	114-285	115-060	0-095	0.3%	114-285
Close	115-080	115-105	0-025	0.1%	115-080
Range	0-167	0-067	-0-100	-59.9%	0-275
ATR	0-105	0-102	-0-003	-2.6%	0-000
Volume	459,579	585,668	126,089	27.4%	2,094,301

Daily Pivots for day following 15-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	115-298	115-269	115-142
R3	115-231	115-202	115-123
R2	115-164	115-164	115-117
R1	115-135	115-135	115-111	115-150
PP	115-097	115-097	115-097	115-105
S1	115-068	115-068	115-099	115-082
S2	115-030	115-030	115-093
S3	114-283	115-001	115-087
S4	114-216	114-254	115-068

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%	51%	False	False	423,182
10	116-047	114-285	1-082	1.1%	0-104	0.3%	35%	False	False	421,301
20	116-047	114-200	1-167	1.3%	0-116	0.3%	46%	False	False	310,672

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-023
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	116-092
2.618	115-302
1.618	115-235
1.000	115-194
0.618	115-168
HIGH	115-127
0.618	115-101
0.500	115-094
0.382	115-086
LOW	115-060
0.618	115-019
1.000	114-313
1.618	114-272
2.618	114-205
4.250	114-095

Fisher Pivots for day following 15-Mar-2010
Pivot	1 day	3 day
R1	115-101	115-090
PP	115-097	115-075
S1	115-094	115-060

Download as Excel Spreadsheet

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

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