ECBOT 5 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 25-Mar-2010

Day Change Summary
	Previous	Current
	24-Mar-2010	25-Mar-2010	Change	Change %	Previous Week
Open	115-087	114-165	-0-242	-0.7%	115-097
High	115-102	114-207	-0-215	-0.6%	115-220
Low	114-135	114-072	-0-063	-0.2%	115-015
Close	114-182	114-127	-0-055	-0.2%	115-030
Range	0-287	0-135	-0-152	-53.0%	0-205
ATR	0-113	0-115	0-002	1.4%	0-000
Volume	317,874	814,547	496,673	156.2%	2,115,550

Daily Pivots for day following 25-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	115-220	115-149	114-201
R3	115-085	115-014	114-164
R2	114-270	114-270	114-152
R1	114-199	114-199	114-139	114-167
PP	114-135	114-135	114-135	114-120
S1	114-064	114-064	114-115	114-032
S2	114-000	114-000	114-102
S3	113-185	113-249	114-090
S4	113-050	113-114	114-053

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	115-150	114-072	1-078	1.1%	0-137	0.4%	14%	False	True	463,734
10	115-220	114-072	1-148	1.3%	0-124	0.3%	12%	False	True	446,066
20	116-047	114-072	1-295	1.7%	0-112	0.3%	9%	False	True	424,839
40	116-047	114-072	1-295	1.7%	0-099	0.3%	9%	False	True	241,260

Crabel Price Patterns
NR	True
NR4	False
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	0-027
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	116-141
2.618	115-240
1.618	115-105
1.000	115-022
0.618	114-290
HIGH	114-207
0.618	114-155
0.500	114-140
0.382	114-124
LOW	114-072
0.618	113-309
1.000	113-257
1.618	113-174
2.618	113-039
4.250	112-138

Fisher Pivots for day following 25-Mar-2010
Pivot	1 day	3 day
R1	114-140	114-271
PP	114-135	114-223
S1	114-131	114-175

Download as Excel Spreadsheet

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

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