ECBOT 10 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 19-Nov-2009

Day Change Summary
	Previous	Current
	18-Nov-2009	19-Nov-2009	Change	Change %	Previous Week
Open	118-110	118-050	-0-060	-0.2%	117-030
High	118-150	118-180	0-030	0.1%	117-230
Low	118-010	118-020	0-010	0.0%	116-280
Close	118-030	118-100	0-070	0.2%	117-180
Range	0-140	0-160	0-020	14.3%	0-270
ATR	0-201	0-198	-0-003	-1.4%	0-000
Volume	30,700	35,514	4,814	15.7%	38,401

Daily Pivots for day following 19-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-260	119-180	118-188
R3	119-100	119-020	118-144
R2	118-260	118-260	118-129
R1	118-180	118-180	118-115	118-220
PP	118-100	118-100	118-100	118-120
S1	118-020	118-020	118-085	118-060
S2	117-260	117-260	118-071
S3	117-100	117-180	118-056
S4	116-260	117-020	118-012

Weekly Pivots for week ending 13-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-293	119-187	118-008
R3	119-023	118-237	117-254
R2	118-073	118-073	117-230
R1	117-287	117-287	117-205	118-020
PP	117-123	117-123	117-123	117-150
S1	117-017	117-017	117-155	117-070
S2	116-173	116-173	117-130
S3	115-223	116-067	117-106
S4	114-273	115-117	117-032

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-180	117-120	1-060	1.0%	0-164	0.4%	79%	True	False	19,833
10	118-180	116-200	1-300	1.6%	0-174	0.5%	87%	True	False	13,354
20	118-180	115-170	3-010	2.6%	0-205	0.5%	92%	True	False	7,847

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-034
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-220
2.618	119-279
1.618	119-119
1.000	119-020
0.618	118-279
HIGH	118-180
0.618	118-119
0.500	118-100
0.382	118-081
LOW	118-020
0.618	117-241
1.000	117-180
1.618	117-081
2.618	116-241
4.250	115-300

Fisher Pivots for day following 19-Nov-2009
Pivot	1 day	3 day
R1	118-100	118-095
PP	118-100	118-090
S1	118-100	118-085

Download as Excel Spreadsheet

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

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