ECBOT 5 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 26-Mar-2010

Day Change Summary
	Previous	Current
	25-Mar-2010	26-Mar-2010	Change	Change %	Previous Week
Open	114-165	114-165	0-000	0.0%	115-017
High	114-207	114-230	0-023	0.1%	115-150
Low	114-072	114-110	0-038	0.1%	114-072
Close	114-127	114-212	0-085	0.2%	114-212
Range	0-135	0-120	-0-015	-11.1%	1-078
ATR	0-115	0-115	0-000	0.3%	0-000
Volume	814,547	624,158	-190,389	-23.4%	2,509,695

Daily Pivots for day following 26-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	115-224	115-178	114-278
R3	115-104	115-058	114-245
R2	114-304	114-304	114-234
R1	114-258	114-258	114-223	114-281
PP	114-184	114-184	114-184	114-196
S1	114-138	114-138	114-201	114-161
S2	114-064	114-064	114-190
S3	113-264	114-018	114-179
S4	113-144	113-218	114-146

Weekly Pivots for week ending 26-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	118-165	117-267	115-111
R3	117-087	116-189	115-001
R2	116-009	116-009	114-285
R1	115-111	115-111	114-248	115-021
PP	114-251	114-251	114-251	114-206
S1	114-033	114-033	114-176	113-263
S2	113-173	113-173	114-139
S3	112-095	112-275	114-103
S4	111-017	111-197	113-313

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%	0-143	0.4%	35%	False	False	501,939
10	115-220	114-072	1-148	1.3%	0-120	0.3%	30%	False	False	462,524
20	116-047	114-072	1-295	1.7%	0-113	0.3%	23%	False	False	433,297
40	116-047	114-072	1-295	1.7%	0-102	0.3%	23%	False	False	256,857

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 3 trading days

Fibonacci Retracements and Extensions
4.250	116-100
2.618	115-224
1.618	115-104
1.000	115-030
0.618	114-304
HIGH	114-230
0.618	114-184
0.500	114-170
0.382	114-156
LOW	114-110
0.618	114-036
1.000	113-310
1.618	113-236
2.618	113-116
4.250	112-240

Fisher Pivots for day following 26-Mar-2010
Pivot	1 day	3 day
R1	114-198	114-247
PP	114-184	114-235
S1	114-170	114-224

Download as Excel Spreadsheet

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

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