ECBOT 5 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 15-Feb-2010
Day Change Summary
Previous Current
12-Feb-2010 15-Feb-2010 Change Change % Previous Week
Open 115-120 115-130 0-010 0.0% 115-260
High 115-160 115-130 -0-030 -0.1% 115-260
Low 115-100 115-110 0-010 0.0% 115-010
Close 115-130 115-120 -0-010 0.0% 115-130
Range 0-060 0-020 -0-040 -66.7% 0-250
ATR 0-071 0-067 -0-004 -5.1% 0-000
Volume 2,998 5,341 2,343 78.2% 6,826
Daily Pivots for day following 15-Feb-2010
Classic Woodie Camarilla DeMark
R4 115-180 115-170 115-131
R3 115-160 115-150 115-126
R2 115-140 115-140 115-124
R1 115-130 115-130 115-122 115-125
PP 115-120 115-120 115-120 115-118
S1 115-110 115-110 115-118 115-105
S2 115-100 115-100 115-116
S3 115-080 115-090 115-114
S4 115-060 115-070 115-109
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
5 115-230 115-010 0-220 0.6% 0-066 0.2% 50% False False 2,147
10 115-260 114-300 0-280 0.8% 0-052 0.1% 50% False False 1,792
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-008
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 115-215
2.618 115-182
1.618 115-162
1.000 115-150
0.618 115-142
HIGH 115-130
0.618 115-122
0.500 115-120
0.382 115-118
LOW 115-110
0.618 115-098
1.000 115-090
1.618 115-078
2.618 115-058
4.250 115-025
Fisher Pivots for day following 15-Feb-2010
Pivot 1 day 3 day
R1 115-120 115-108
PP 115-120 115-097
S1 115-120 115-085

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

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