ECBOT 5 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 22-Feb-2010
Day Change Summary
Previous Current
19-Feb-2010 22-Feb-2010 Change Change % Previous Week
Open 114-220 114-260 0-040 0.1% 115-130
High 114-300 114-310 0-010 0.0% 115-200
Low 114-200 114-250 0-050 0.1% 114-200
Close 114-260 114-280 0-020 0.1% 114-260
Range 0-100 0-060 -0-040 -40.0% 1-000
ATR 0-085 0-083 -0-002 -2.1% 0-000
Volume 41,868 66,432 24,564 58.7% 72,844
Daily Pivots for day following 22-Feb-2010
Classic Woodie Camarilla DeMark
R4 115-140 115-110 114-313
R3 115-080 115-050 114-296
R2 115-020 115-020 114-291
R1 114-310 114-310 114-286 115-005
PP 114-280 114-280 114-280 114-288
S1 114-250 114-250 114-274 114-265
S2 114-220 114-220 114-269
S3 114-160 114-190 114-264
S4 114-100 114-130 114-247
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 118-007 117-133 115-116
R3 117-007 116-133 115-028
R2 116-007 116-007 114-319
R1 115-133 115-133 114-289 115-070
PP 115-007 115-007 115-007 114-295
S1 114-133 114-133 114-231 114-070
S2 114-007 114-007 114-201
S3 113-007 113-133 114-172
S4 112-007 112-133 114-084
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-200 114-200 1-000 0.9% 0-116 0.3% 25% False False 26,787
10 115-230 114-200 1-030 1.0% 0-091 0.2% 23% False False 14,467
20 115-260 114-200 1-060 1.0% 0-061 0.2% 21% False False 7,800
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-014
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 115-245
2.618 115-147
1.618 115-087
1.000 115-050
0.618 115-027
HIGH 114-310
0.618 114-287
0.500 114-280
0.382 114-273
LOW 114-250
0.618 114-213
1.000 114-190
1.618 114-153
2.618 114-093
4.250 113-315
Fisher Pivots for day following 22-Feb-2010
Pivot 1 day 3 day
R1 114-280 114-310
PP 114-280 114-300
S1 114-280 114-290

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

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