ECBOT 5 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 12-Feb-2010
Day Change Summary
Previous Current
11-Feb-2010 12-Feb-2010 Change Change % Previous Week
Open 115-070 115-120 0-050 0.1% 115-260
High 115-080 115-160 0-080 0.2% 115-260
Low 115-010 115-100 0-090 0.2% 115-010
Close 115-070 115-130 0-060 0.2% 115-130
Range 0-070 0-060 -0-010 -14.3% 0-250
ATR 0-069 0-071 0-001 2.1% 0-000
Volume 1,122 2,998 1,876 167.2% 6,826
Daily Pivots for day following 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 115-310 115-280 115-163
R3 115-250 115-220 115-146
R2 115-190 115-190 115-141
R1 115-160 115-160 115-136 115-175
PP 115-130 115-130 115-130 115-138
S1 115-100 115-100 115-124 115-115
S2 115-070 115-070 115-119
S3 115-010 115-040 115-114
S4 114-270 114-300 115-097
Weekly Pivots for week ending 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 117-243 117-117 115-268
R3 116-313 116-187 115-199
R2 116-063 116-063 115-176
R1 115-257 115-257 115-153 115-195
PP 115-133 115-133 115-133 115-102
S1 115-007 115-007 115-107 114-265
S2 114-203 114-203 115-084
S3 113-273 114-077 115-061
S4 113-023 113-147 114-312
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-260 115-010 0-250 0.7% 0-068 0.2% 48% False False 1,365
10 115-260 114-300 0-280 0.8% 0-059 0.2% 54% False False 1,593
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 0-008
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 116-095
2.618 115-317
1.618 115-257
1.000 115-220
0.618 115-197
HIGH 115-160
0.618 115-137
0.500 115-130
0.382 115-123
LOW 115-100
0.618 115-063
1.000 115-040
1.618 115-003
2.618 114-263
4.250 114-165
Fisher Pivots for day following 12-Feb-2010
Pivot 1 day 3 day
R1 115-130 115-117
PP 115-130 115-103
S1 115-130 115-090

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

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