ECBOT 10 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 30-Oct-2009

Day Change Summary
	Previous	Current
	29-Oct-2009	30-Oct-2009	Change	Change %	Previous Week
Open	118-075	117-235	-0-160	-0.4%	117-135
High	118-130	118-225	0-095	0.3%	118-225
Low	117-145	117-210	0-065	0.2%	116-280
Close	117-230	118-195	0-285	0.8%	118-195
Range	0-305	1-015	0-030	9.8%	1-265
ATR	0-236	0-243	0-007	3.0%	0-000
Volume	998,092	1,096,483	98,391	9.9%	4,855,675

Daily Pivots for day following 30-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	121-148	121-027	119-059
R3	120-133	120-012	118-287
R2	119-118	119-118	118-256
R1	118-317	118-317	118-226	119-058
PP	118-103	118-103	118-103	118-134
S1	117-302	117-302	118-164	118-042
S2	117-088	117-088	118-134
S3	116-073	116-287	118-103
S4	115-058	115-272	118-011

Weekly Pivots for week ending 30-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	123-175	122-290	119-197
R3	121-230	121-025	119-036
R2	119-285	119-285	118-302
R1	119-080	119-080	118-249	119-182
PP	118-020	118-020	118-020	118-071
S1	117-135	117-135	118-141	117-238
S2	116-075	116-075	118-088
S3	114-130	115-190	118-034
S4	112-185	113-245	117-193

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-225	116-280	1-265	1.5%	0-279	0.7%	95%	True	False	971,135
10	118-270	116-280	1-310	1.7%	0-244	0.6%	88%	False	False	868,663
20	119-245	116-280	2-285	2.4%	0-227	0.6%	60%	False	False	850,349
40	119-290	116-180	3-110	2.8%	0-234	0.6%	61%	False	False	807,490
60	119-290	113-060	6-230	5.7%	0-247	0.6%	81%	False	False	606,161
80	119-290	113-060	6-230	5.7%	0-256	0.7%	81%	False	False	454,813

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-037
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	123-049
2.618	121-142
1.618	120-127
1.000	119-240
0.618	119-112
HIGH	118-225
0.618	118-097
0.500	118-058
0.382	118-018
LOW	117-210
0.618	117-003
1.000	116-195
1.618	115-308
2.618	114-293
4.250	113-066

Fisher Pivots for day following 30-Oct-2009
Pivot	1 day	3 day
R1	118-149	118-138
PP	118-103	118-082
S1	118-058	118-025

Download as Excel Spreadsheet

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

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