ECBOT 10 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 15-Oct-2009

Day Change Summary
	Previous	Current
	14-Oct-2009	15-Oct-2009	Change	Change %	Previous Week
Open	117-090	116-240	-0-170	-0.5%	118-040
High	117-100	116-300	-0-120	-0.3%	118-140
Low	116-230	116-110	-0-120	-0.3%	116-250
Close	116-260	116-130	-0-130	-0.3%	116-300
Range	0-190	0-190	0-000	0.0%	1-210
ATR
Volume	399	550	151	37.8%	14,143

Daily Pivots for day following 15-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-110	117-310	116-234
R3	117-240	117-120	116-182
R2	117-050	117-050	116-165
R1	116-250	116-250	116-147	116-215
PP	116-180	116-180	116-180	116-162
S1	116-060	116-060	116-113	116-025
S2	115-310	115-310	116-095
S3	115-120	115-190	116-078
S4	114-250	115-000	116-026

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	117-280	116-110	1-170	1.3%	0-222	0.6%	4%	False	True	499
10	118-150	116-110	2-040	1.8%	0-193	0.5%	3%	False	True	1,670

Crabel Price Patterns
NR	False
NR4	False
NR5	False
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	0-043

Fibonacci Retracements and Extensions
4.250	119-148
2.618	118-157
1.618	117-287
1.000	117-170
0.618	117-097
HIGH	116-300
0.618	116-227
0.500	116-205
0.382	116-183
LOW	116-110
0.618	115-313
1.000	115-240
1.618	115-123
2.618	114-253
4.250	113-262

Fisher Pivots for day following 15-Oct-2009
Pivot	1 day	3 day
R1	116-205	117-005
PP	116-180	116-260
S1	116-155	116-195

Download as Excel Spreadsheet

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

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