ECBOT 5 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 18-Mar-2010

Day Change Summary
	Previous	Current
	17-Mar-2010	18-Mar-2010	Change	Change %	Previous Week
Open	115-187	115-162	-0-025	-0.1%	115-210
High	115-202	115-197	-0-005	0.0%	115-240
Low	115-140	115-080	-0-060	-0.2%	114-285
Close	115-162	115-090	-0-072	-0.2%	115-080
Range	0-062	0-117	0-055	88.7%	0-275
ATR	0-102	0-103	0-001	1.1%	0-000
Volume	449,423	350,853	-98,570	-21.9%	2,094,301

Daily Pivots for day following 18-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	116-153	116-079	115-154
R3	116-036	115-282	115-122
R2	115-239	115-239	115-111
R1	115-165	115-165	115-101	115-144
PP	115-122	115-122	115-122	115-112
S1	115-048	115-048	115-079	115-026
S2	115-005	115-005	115-069
S3	114-208	114-251	115-058
S4	114-091	114-134	115-026

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	115-220	114-285	0-255	0.7%	0-112	0.3%	49%	False	False	428,398
10	115-317	114-285	1-032	1.0%	0-106	0.3%	36%	False	False	425,460
20	116-047	114-200	1-167	1.3%	0-111	0.3%	43%	False	False	364,227
40	116-047	114-200	1-167	1.3%	0-082	0.2%	43%	False	False	183,307

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	117-054
2.618	116-183
1.618	116-066
1.000	115-314
0.618	115-269
HIGH	115-197
0.618	115-152
0.500	115-138
0.382	115-125
LOW	115-080
0.618	115-008
1.000	114-283
1.618	114-211
2.618	114-094
4.250	113-223

Fisher Pivots for day following 18-Mar-2010
Pivot	1 day	3 day
R1	115-138	115-148
PP	115-122	115-128
S1	115-106	115-109

Download as Excel Spreadsheet

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

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