ECBOT 5 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 22-Mar-2010

Day Change Summary
	Previous	Current
	19-Mar-2010	22-Mar-2010	Change	Change %	Previous Week
Open	115-082	115-017	-0-065	-0.2%	115-097
High	115-107	115-120	0-013	0.0%	115-220
Low	115-015	115-015	0-000	0.0%	115-015
Close	115-030	115-095	0-065	0.2%	115-030
Range	0-092	0-105	0-013	14.1%	0-205
ATR	0-102	0-102	0-000	0.2%	0-000
Volume	433,136	399,855	-33,281	-7.7%	2,115,550

Daily Pivots for day following 22-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	116-072	116-028	115-153
R3	115-287	115-243	115-124
R2	115-182	115-182	115-114
R1	115-138	115-138	115-105	115-160
PP	115-077	115-077	115-077	115-088
S1	115-033	115-033	115-085	115-055
S2	114-292	114-292	115-076
S3	114-187	114-248	115-066
S4	114-082	114-143	115-037

Weekly Pivots for week ending 19-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	117-063	116-252	115-143
R3	116-178	116-047	115-086
R2	115-293	115-293	115-068
R1	115-162	115-162	115-049	115-125
PP	115-088	115-088	115-088	115-070
S1	114-277	114-277	115-011	114-240
S2	114-203	114-203	114-312
S3	113-318	114-072	114-294
S4	113-113	113-187	114-237

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-220	115-015	0-205	0.6%	0-104	0.3%	39%	False	True	385,947
10	115-240	114-285	0-275	0.7%	0-103	0.3%	47%	False	False	404,564
20	116-047	114-270	1-097	1.1%	0-113	0.3%	35%	False	False	400,462
40	116-047	114-200	1-167	1.3%	0-087	0.2%	44%	False	False	204,131

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	0-022
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	116-246
2.618	116-075
1.618	115-290
1.000	115-225
0.618	115-185
HIGH	115-120
0.618	115-080
0.500	115-068
0.382	115-055
LOW	115-015
0.618	114-270
1.000	114-230
1.618	114-165
2.618	114-060
4.250	113-209

Fisher Pivots for day following 22-Mar-2010
Pivot	1 day	3 day
R1	115-086	115-106
PP	115-077	115-102
S1	115-068	115-099

Download as Excel Spreadsheet

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

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