ECBOT 10 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 19-Oct-2009

Day Change Summary
	Previous	Current
	16-Oct-2009	19-Oct-2009	Change	Change %	Previous Week
Open	116-190	116-200	0-010	0.0%	116-240
High	116-280	117-000	0-040	0.1%	117-220
Low	116-110	116-190	0-080	0.2%	116-110
Close	116-250	116-290	0-040	0.1%	116-250
Range	0-170	0-130	-0-040	-23.5%	1-110
ATR	0-214	0-208	-0-006	-2.8%	0-000
Volume	183	486	303	165.6%	2,625

Daily Pivots for day following 19-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-017	117-283	117-042
R3	117-207	117-153	117-006
R2	117-077	117-077	116-314
R1	117-023	117-023	116-302	117-050
PP	116-267	116-267	116-267	116-280
S1	116-213	116-213	116-278	116-240
S2	116-137	116-137	116-266
S3	116-007	116-083	116-254
S4	115-197	115-273	116-218

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	1.1%	0-170	0.5%	42%	False	False	354
10	118-140	116-110	2-030	1.8%	0-190	0.5%	27%	False	False	1,594

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	False
Stretch	0-040
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	118-232
2.618	118-020
1.618	117-210
1.000	117-130
0.618	117-080
HIGH	117-000
0.618	116-270
0.500	116-255
0.382	116-240
LOW	116-190
0.618	116-110
1.000	116-060
1.618	115-300
2.618	115-170
4.250	114-278

Fisher Pivots for day following 19-Oct-2009
Pivot	1 day	3 day
R1	116-278	116-265
PP	116-267	116-240
S1	116-255	116-215

Download as Excel Spreadsheet

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

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