ECBOT 5 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 31-Mar-2010

Day Change Summary
	Previous	Current
	30-Mar-2010	31-Mar-2010	Change	Change %	Previous Week
Open	114-207	114-197	-0-010	0.0%	115-017
High	114-230	114-282	0-052	0.1%	115-150
Low	114-155	114-170	0-015	0.0%	114-072
Close	114-197	114-270	0-073	0.2%	114-212
Range	0-075	0-112	0-037	49.3%	1-078
ATR	0-110	0-110	0-000	0.1%	0-000
Volume	297,951	377,598	79,647	26.7%	2,509,695

Daily Pivots for day following 31-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	115-257	115-215	115-012
R3	115-145	115-103	114-301
R2	115-033	115-033	114-291
R1	114-311	114-311	114-280	115-012
PP	114-241	114-241	114-241	114-251
S1	114-199	114-199	114-260	114-220
S2	114-129	114-129	114-249
S3	114-017	114-087	114-239
S4	113-225	113-295	114-208

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	114-282	114-072	0-210	0.6%	0-105	0.3%	94%	True	False	502,399
10	115-197	114-072	1-125	1.2%	0-120	0.3%	44%	False	False	436,697
20	116-047	114-072	1-295	1.7%	0-114	0.3%	32%	False	False	431,854
40	116-047	114-072	1-295	1.7%	0-105	0.3%	32%	False	False	283,601

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	0-028
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	116-118
2.618	115-255
1.618	115-143
1.000	115-074
0.618	115-031
HIGH	114-282
0.618	114-239
0.500	114-226
0.382	114-213
LOW	114-170
0.618	114-101
1.000	114-058
1.618	113-309
2.618	113-197
4.250	113-014

Fisher Pivots for day following 31-Mar-2010
Pivot	1 day	3 day
R1	114-255	114-253
PP	114-241	114-236
S1	114-226	114-218

Download as Excel Spreadsheet

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

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