ECBOT 5 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 26-Feb-2010
Day Change Summary
Previous Current
25-Feb-2010 26-Feb-2010 Change Change % Previous Week
Open 115-120 115-220 0-100 0.3% 114-260
High 116-020 115-310 -0-030 -0.1% 116-020
Low 115-110 115-200 0-090 0.2% 114-250
Close 115-220 115-300 0-080 0.2% 115-300
Range 0-230 0-110 -0-120 -52.2% 1-090
ATR 0-100 0-101 0-001 0.7% 0-000
Volume 538,563 455,009 -83,554 -15.5% 1,519,572
Daily Pivots for day following 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 116-280 116-240 116-040
R3 116-170 116-130 116-010
R2 116-060 116-060 116-000
R1 116-020 116-020 115-310 116-040
PP 115-270 115-270 115-270 115-280
S1 115-230 115-230 115-290 115-250
S2 115-160 115-160 115-280
S3 115-050 115-120 115-270
S4 114-260 115-010 115-240
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 119-140 118-310 116-206
R3 118-050 117-220 116-093
R2 116-280 116-280 116-055
R1 116-130 116-130 116-018 116-205
PP 115-190 115-190 115-190 115-228
S1 115-040 115-040 115-262 115-115
S2 114-100 114-100 115-225
S3 113-010 113-270 115-187
S4 111-240 112-180 115-074
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-020 114-250 1-090 1.1% 0-136 0.4% 90% False False 303,914
10 116-020 114-200 1-140 1.2% 0-122 0.3% 91% False False 159,241
20 116-020 114-200 1-140 1.2% 0-090 0.2% 91% False False 80,417
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117-138
2.618 116-278
1.618 116-168
1.000 116-100
0.618 116-058
HIGH 115-310
0.618 115-268
0.500 115-255
0.382 115-242
LOW 115-200
0.618 115-132
1.000 115-090
1.618 115-022
2.618 114-232
4.250 114-052
Fisher Pivots for day following 26-Feb-2010
Pivot 1 day 3 day
R1 115-285 115-270
PP 115-270 115-240
S1 115-255 115-210

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

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