ECBOT 5 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 08-Mar-2010
Day Change Summary
Previous Current
05-Mar-2010 08-Mar-2010 Change Change % Previous Week
Open 115-300 115-210 -0-090 -0.2% 115-250
High 115-317 115-210 -0-107 -0.3% 116-047
Low 115-150 115-142 -0-008 0.0% 115-150
Close 115-200 115-185 -0-015 0.0% 115-200
Range 0-167 0-068 -0-099 -59.3% 0-217
ATR 0-105 0-102 -0-003 -2.5% 0-000
Volume 477,886 564,058 86,172 18.0% 1,946,397
Daily Pivots for day following 08-Mar-2010
Classic Woodie Camarilla DeMark
R4 116-063 116-032 115-222
R3 115-315 115-284 115-204
R2 115-247 115-247 115-197
R1 115-216 115-216 115-191 115-198
PP 115-179 115-179 115-179 115-170
S1 115-148 115-148 115-179 115-130
S2 115-111 115-111 115-173
S3 115-043 115-080 115-166
S4 114-295 115-012 115-148
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 117-250 117-122 115-319
R3 117-033 116-225 115-260
R2 116-136 116-136 115-240
R1 116-008 116-008 115-220 115-284
PP 115-239 115-239 115-239 115-217
S1 115-111 115-111 115-180 115-066
S2 115-022 115-022 115-160
S3 114-125 114-214 115-140
S4 113-228 113-317 115-081
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-047 115-142 0-225 0.6% 0-107 0.3% 19% False True 419,420
10 116-047 114-270 1-097 1.1% 0-124 0.3% 56% False False 396,359
20 116-047 114-200 1-167 1.3% 0-107 0.3% 63% False False 205,413
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-023
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 116-179
2.618 116-068
1.618 116-000
1.000 115-278
0.618 115-252
HIGH 115-210
0.618 115-184
0.500 115-176
0.382 115-168
LOW 115-142
0.618 115-100
1.000 115-074
1.618 115-032
2.618 114-284
4.250 114-173
Fisher Pivots for day following 08-Mar-2010
Pivot 1 day 3 day
R1 115-182 115-254
PP 115-179 115-231
S1 115-176 115-208

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

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