ECBOT 10 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 20-Oct-2009

Day Change Summary
	Previous	Current
	19-Oct-2009	20-Oct-2009	Change	Change %	Previous Week
Open	116-200	116-280	0-080	0.2%	116-240
High	117-000	117-160	0-160	0.4%	117-220
Low	116-190	116-260	0-070	0.2%	116-110
Close	116-290	117-100	0-130	0.3%	116-250
Range	0-130	0-220	0-090	69.2%	1-110
ATR	0-208	0-209	0-001	0.4%	0-000
Volume	486	585	99	20.4%	2,625

Daily Pivots for day following 20-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-087	118-313	117-221
R3	118-187	118-093	117-160
R2	117-287	117-287	117-140
R1	117-193	117-193	117-120	117-240
PP	117-067	117-067	117-067	117-090
S1	116-293	116-293	117-080	117-020
S2	116-167	116-167	117-060
S3	115-267	116-073	117-040
S4	115-047	115-173	116-299

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	117-160	116-110	1-050	1.0%	0-180	0.5%	84%	True	False	440
10	118-140	116-110	2-030	1.8%	0-205	0.5%	46%	False	False	1,291

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-042
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	120-135
2.618	119-096
1.618	118-196
1.000	118-060
0.618	117-296
HIGH	117-160
0.618	117-076
0.500	117-050
0.382	117-024
LOW	116-260
0.618	116-124
1.000	116-040
1.618	115-224
2.618	115-004
4.250	113-285

Fisher Pivots for day following 20-Oct-2009
Pivot	1 day	3 day
R1	117-083	117-058
PP	117-067	117-017
S1	117-050	116-295

Download as Excel Spreadsheet

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

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