ECBOT 5 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 24-Mar-2010

Day Change Summary
	Previous	Current
	23-Mar-2010	24-Mar-2010	Change	Change %	Previous Week
Open	115-100	115-087	-0-013	0.0%	115-097
High	115-150	115-102	-0-048	-0.1%	115-220
Low	115-082	114-135	-0-267	-0.7%	115-015
Close	115-100	114-182	-0-238	-0.6%	115-030
Range	0-068	0-287	0-219	322.1%	0-205
ATR	0-100	0-113	0-013	13.4%	0-000
Volume	353,261	317,874	-35,387	-10.0%	2,115,550

Daily Pivots for day following 24-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	117-147	116-292	115-020
R3	116-180	116-005	114-261
R2	115-213	115-213	114-235
R1	115-038	115-038	114-208	114-302
PP	114-246	114-246	114-246	114-218
S1	114-071	114-071	114-156	114-015
S2	113-279	113-279	114-129
S3	112-312	113-104	114-103
S4	112-025	112-137	114-024

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	115-197	114-135	1-062	1.0%	0-134	0.4%	12%	False	True	370,995
10	115-220	114-135	1-085	1.1%	0-120	0.3%	12%	False	True	408,101
20	116-047	114-135	1-232	1.5%	0-117	0.3%	9%	False	True	411,040
40	116-047	114-135	1-232	1.5%	0-095	0.3%	9%	False	True	220,909

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-024
Widest range in 47 trading days

Fibonacci Retracements and Extensions
4.250	119-042
2.618	117-213
1.618	116-246
1.000	116-069
0.618	115-279
HIGH	115-102
0.618	114-312
0.500	114-278
0.382	114-245
LOW	114-135
0.618	113-278
1.000	113-168
1.618	112-311
2.618	112-024
4.250	110-195

Fisher Pivots for day following 24-Mar-2010
Pivot	1 day	3 day
R1	114-278	114-302
PP	114-246	114-262
S1	114-214	114-222

Download as Excel Spreadsheet

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

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