ECBOT 10 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 16-Oct-2009

Day Change Summary
	Previous	Current
	15-Oct-2009	16-Oct-2009	Change	Change %	Previous Week
Open	116-240	116-190	-0-050	-0.1%	116-240
High	116-300	116-280	-0-020	-0.1%	117-220
Low	116-110	116-110	0-000	0.0%	116-110
Close	116-130	116-250	0-120	0.3%	116-250
Range	0-190	0-170	-0-020	-10.5%	1-110
ATR	0-000	0-214	0-214		0-000
Volume	550	183	-367	-66.7%	2,625

Daily Pivots for day following 16-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-083	118-017	117-024
R3	117-233	117-167	116-297
R2	117-063	117-063	116-281
R1	116-317	116-317	116-266	117-030
PP	116-213	116-213	116-213	116-230
S1	116-147	116-147	116-234	116-180
S2	116-043	116-043	116-219
S3	115-193	115-297	116-203
S4	115-023	115-127	116-156

Weekly Pivots for week ending 16-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-310	120-070	117-166
R3	119-200	118-280	117-048
R2	118-090	118-090	117-009
R1	117-170	117-170	116-289	117-290
PP	116-300	116-300	116-300	117-040
S1	116-060	116-060	116-211	116-180
S2	115-190	115-190	116-171
S3	114-080	114-270	116-132
S4	112-290	113-160	116-014

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-220	116-110	1-110	1.2%	0-186	0.5%	33%	False	True	525
10	118-140	116-110	2-030	1.8%	0-189	0.5%	21%	False	True	1,676

Crabel Price Patterns
NR	True
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	0-042
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	119-042
2.618	118-085
1.618	117-235
1.000	117-130
0.618	117-065
HIGH	116-280
0.618	116-215
0.500	116-195
0.382	116-175
LOW	116-110
0.618	116-005
1.000	115-260
1.618	115-155
2.618	114-305
4.250	114-028

Fisher Pivots for day following 16-Oct-2009
Pivot	1 day	3 day
R1	116-232	116-265
PP	116-213	116-260
S1	116-195	116-255

Download as Excel Spreadsheet

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

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