ECBOT 5 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 03-Mar-2010
Day Change Summary
Previous Current
02-Mar-2010 03-Mar-2010 Change Change % Previous Week
Open 115-292 116-002 0-030 0.1% 114-260
High 116-010 116-020 0-010 0.0% 116-020
Low 115-237 115-265 0-028 0.1% 114-250
Close 115-315 115-317 0-002 0.0% 115-300
Range 0-093 0-075 -0-018 -19.4% 1-090
ATR 0-099 0-098 -0-002 -1.7% 0-000
Volume 355,312 333,488 -21,824 -6.1% 1,519,572
Daily Pivots for day following 03-Mar-2010
Classic Woodie Camarilla DeMark
R4 116-212 116-180 116-038
R3 116-137 116-105 116-018
R2 116-062 116-062 116-011
R1 116-030 116-030 116-004 116-008
PP 115-307 115-307 115-307 115-297
S1 115-275 115-275 115-310 115-254
S2 115-232 115-232 115-303
S3 115-157 115-200 115-296
S4 115-082 115-125 115-276
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
5 116-020 115-110 0-230 0.6% 0-118 0.3% 90% True False 419,144
10 116-020 114-200 1-140 1.2% 0-120 0.3% 95% True False 267,515
20 116-020 114-200 1-140 1.2% 0-096 0.3% 95% True False 135,349
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-023
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 117-019
2.618 116-216
1.618 116-141
1.000 116-095
0.618 116-066
HIGH 116-020
0.618 115-311
0.500 115-302
0.382 115-294
LOW 115-265
0.618 115-219
1.000 115-190
1.618 115-144
2.618 115-069
4.250 114-266
Fisher Pivots for day following 03-Mar-2010
Pivot 1 day 3 day
R1 115-312 115-306
PP 115-307 115-296
S1 115-302 115-285

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

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