ECBOT 5 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 23-Mar-2010

Day Change Summary
	Previous	Current
	22-Mar-2010	23-Mar-2010	Change	Change %	Previous Week
Open	115-017	115-100	0-083	0.2%	115-097
High	115-120	115-150	0-030	0.1%	115-220
Low	115-015	115-082	0-067	0.2%	115-015
Close	115-095	115-100	0-005	0.0%	115-030
Range	0-105	0-068	-0-037	-35.2%	0-205
ATR	0-102	0-100	-0-002	-2.4%	0-000
Volume	399,855	353,261	-46,594	-11.7%	2,115,550

Daily Pivots for day following 23-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	115-315	115-275	115-137
R3	115-247	115-207	115-119
R2	115-179	115-179	115-112
R1	115-139	115-139	115-106	115-134
PP	115-111	115-111	115-111	115-108
S1	115-071	115-071	115-094	115-066
S2	115-043	115-043	115-088
S3	114-295	115-003	115-081
S4	114-227	114-255	115-063

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	115-202	115-015	0-187	0.5%	0-089	0.2%	45%	False	False	397,305
10	115-225	114-285	0-260	0.7%	0-101	0.3%	52%	False	False	411,506
20	116-047	114-285	1-082	1.1%	0-108	0.3%	34%	False	False	412,093
40	116-047	114-200	1-167	1.3%	0-089	0.2%	45%	False	False	212,962

Crabel Price Patterns
NR	True
NR4	True
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	0-024
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	116-119
2.618	116-008
1.618	115-260
1.000	115-218
0.618	115-192
HIGH	115-150
0.618	115-124
0.500	115-116
0.382	115-108
LOW	115-082
0.618	115-040
1.000	115-014
1.618	114-292
2.618	114-224
4.250	114-113

Fisher Pivots for day following 23-Mar-2010
Pivot	1 day	3 day
R1	115-116	115-094
PP	115-111	115-088
S1	115-105	115-082

Download as Excel Spreadsheet

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

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