ECBOT 5 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 01-Mar-2010
Day Change Summary
Previous Current
26-Feb-2010 01-Mar-2010 Change Change % Previous Week
Open 115-220 115-250 0-030 0.1% 114-260
High 115-310 115-312 0-002 0.0% 116-020
Low 115-200 115-230 0-030 0.1% 114-250
Close 115-300 115-295 -0-005 0.0% 115-300
Range 0-110 0-082 -0-028 -25.5% 1-090
ATR 0-101 0-100 -0-001 -1.4% 0-000
Volume 455,009 413,352 -41,657 -9.2% 1,519,572
Daily Pivots for day following 01-Mar-2010
Classic Woodie Camarilla DeMark
R4 116-205 116-172 116-020
R3 116-123 116-090 115-318
R2 116-041 116-041 115-310
R1 116-008 116-008 115-303 116-024
PP 115-279 115-279 115-279 115-287
S1 115-246 115-246 115-287 115-262
S2 115-197 115-197 115-280
S3 115-115 115-164 115-272
S4 115-033 115-082 115-250
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
5 116-020 114-270 1-070 1.1% 0-140 0.4% 88% False False 373,298
10 116-020 114-200 1-140 1.2% 0-128 0.3% 90% False False 200,042
20 116-020 114-200 1-140 1.2% 0-090 0.2% 90% False False 100,917
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 0-022
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 117-020
2.618 116-207
1.618 116-125
1.000 116-074
0.618 116-043
HIGH 115-312
0.618 115-281
0.500 115-271
0.382 115-261
LOW 115-230
0.618 115-179
1.000 115-148
1.618 115-097
2.618 115-015
4.250 114-202
Fisher Pivots for day following 01-Mar-2010
Pivot 1 day 3 day
R1 115-287 115-272
PP 115-279 115-248
S1 115-271 115-225

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

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