ECBOT 10 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 14-Oct-2009
Day Change Summary
Previous Current
13-Oct-2009 14-Oct-2009 Change Change % Previous Week
Open 117-050 117-090 0-040 0.1% 118-040
High 117-220 117-100 -0-120 -0.3% 118-140
Low 117-050 116-230 -0-140 -0.4% 116-250
Close 117-180 116-260 -0-240 -0.6% 116-300
Range 0-170 0-190 0-020 11.8% 1-210
ATR
Volume 155 399 244 157.4% 14,143
Daily Pivots for day following 14-Oct-2009
Classic Woodie Camarilla DeMark
R4 118-233 118-117 117-044
R3 118-043 117-247 116-312
R2 117-173 117-173 116-295
R1 117-057 117-057 116-277 117-020
PP 116-303 116-303 116-303 116-285
S1 116-187 116-187 116-243 116-150
S2 116-113 116-113 116-225
S3 115-243 115-317 116-208
S4 115-053 115-127 116-156
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
5 118-130 116-230 1-220 1.4% 0-222 0.6% 6% False True 395
10 118-150 116-230 1-240 1.5% 0-206 0.6% 5% False True 1,616
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-038
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-268
2.618 118-277
1.618 118-087
1.000 117-290
0.618 117-217
HIGH 117-100
0.618 117-027
0.500 117-005
0.382 116-303
LOW 116-230
0.618 116-113
1.000 116-040
1.618 115-243
2.618 115-053
4.250 114-062
Fisher Pivots for day following 14-Oct-2009
Pivot 1 day 3 day
R1 117-005 117-065
PP 116-303 117-023
S1 116-282 116-302

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

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