ECBOT 10 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 13-Oct-2009

Day Change Summary
	Previous	Current
	12-Oct-2009	13-Oct-2009	Change	Change %	Previous Week
Open	116-240	117-050	0-130	0.3%	118-040
High	117-130	117-220	0-090	0.2%	118-140
Low	116-240	117-050	0-130	0.3%	116-250
Close	117-070	117-180	0-110	0.3%	116-300
Range	0-210	0-170	-0-040	-19.0%	1-210
ATR
Volume	1,338	155	-1,183	-88.4%	14,143

Daily Pivots for day following 13-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-020	118-270	117-274
R3	118-170	118-100	117-227
R2	118-000	118-000	117-211
R1	117-250	117-250	117-196	117-285
PP	117-150	117-150	117-150	117-168
S1	117-080	117-080	117-164	117-115
S2	116-300	116-300	117-149
S3	116-130	116-230	117-133
S4	115-280	116-060	117-086

Weekly Pivots for week ending 09-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	122-113	121-097	117-272
R3	120-223	119-207	117-126
R2	119-013	119-013	117-077
R1	117-317	117-317	117-029	117-220
PP	117-123	117-123	117-123	117-075
S1	116-107	116-107	116-251	116-010
S2	115-233	115-233	116-203
S3	114-023	114-217	116-154
S4	112-133	113-007	116-008

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-140	116-240	1-220	1.4%	0-230	0.6%	48%	False	False	2,143
10	118-150	116-240	1-230	1.5%	0-200	0.5%	47%	False	False	1,625

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0-042
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	119-302
2.618	119-025
1.618	118-175
1.000	118-070
0.618	118-005
HIGH	117-220
0.618	117-155
0.500	117-135
0.382	117-115
LOW	117-050
0.618	116-265
1.000	116-200
1.618	116-095
2.618	115-245
4.250	114-288

Fisher Pivots for day following 13-Oct-2009
Pivot	1 day	3 day
R1	117-165	117-153
PP	117-150	117-127
S1	117-135	117-100

Download as Excel Spreadsheet

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

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