ECBOT 10 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 02-Nov-2009

Day Change Summary
	Previous	Current
	30-Oct-2009	02-Nov-2009	Change	Change %	Previous Week
Open	117-235	118-245	1-010	0.9%	117-135
High	118-225	118-260	0-035	0.1%	118-225
Low	117-210	118-090	0-200	0.5%	116-280
Close	118-195	118-155	-0-040	-0.1%	118-195
Range	1-015	0-170	-0-165	-49.3%	1-265
ATR	0-243	0-238	-0-005	-2.1%	0-000
Volume	1,096,483	1,067,367	-29,116	-2.7%	4,855,675

Daily Pivots for day following 02-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-038	119-267	118-248
R3	119-188	119-097	118-202
R2	119-018	119-018	118-186
R1	118-247	118-247	118-171	118-208
PP	118-168	118-168	118-168	118-149
S1	118-077	118-077	118-139	118-038
S2	117-318	117-318	118-124
S3	117-148	117-227	118-108
S4	116-298	117-057	118-062

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	118-260	116-315	1-265	1.5%	0-269	0.7%	82%	True	False	1,017,119
10	118-270	116-280	1-310	1.7%	0-244	0.6%	82%	False	False	904,135
20	119-245	116-280	2-285	2.4%	0-228	0.6%	56%	False	False	840,736
40	119-290	116-180	3-110	2.8%	0-232	0.6%	57%	False	False	819,449
60	119-290	113-070	6-220	5.6%	0-243	0.6%	79%	False	False	623,876
80	119-290	113-060	6-230	5.7%	0-256	0.7%	79%	False	False	468,155

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	True
Stretch	0-031
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	121-022
2.618	120-065
1.618	119-215
1.000	119-110
0.618	119-045
HIGH	118-260
0.618	118-195
0.500	118-175
0.382	118-155
LOW	118-090
0.618	117-305
1.000	117-240
1.618	117-135
2.618	116-285
4.250	116-008

Fisher Pivots for day following 02-Nov-2009
Pivot	1 day	3 day
R1	118-175	118-118
PP	118-168	118-080
S1	118-162	118-042

Download as Excel Spreadsheet

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

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