ECBOT 10 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 21-Oct-2009
Day Change Summary
Previous Current
20-Oct-2009 21-Oct-2009 Change Change % Previous Week
Open 116-280 116-270 -0-010 0.0% 116-240
High 117-160 117-120 -0-040 -0.1% 117-220
Low 116-260 116-180 -0-080 -0.2% 116-110
Close 117-100 116-220 -0-200 -0.5% 116-250
Range 0-220 0-260 0-040 18.2% 1-110
ATR 0-209 0-213 0-004 1.7% 0-000
Volume 585 38 -547 -93.5% 2,625
Daily Pivots for day following 21-Oct-2009
Classic Woodie Camarilla DeMark
R4 119-100 118-260 117-043
R3 118-160 118-000 116-292
R2 117-220 117-220 116-268
R1 117-060 117-060 116-244 117-010
PP 116-280 116-280 116-280 116-255
S1 116-120 116-120 116-196 116-070
S2 116-020 116-020 116-172
S3 115-080 115-180 116-148
S4 114-140 114-240 116-077
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% 0-194 0.5% 30% False False 368
10 118-130 116-110 2-020 1.8% 0-208 0.6% 17% False False 382
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 0-048
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 120-265
2.618 119-161
1.618 118-221
1.000 118-060
0.618 117-281
HIGH 117-120
0.618 117-021
0.500 116-310
0.382 116-279
LOW 116-180
0.618 116-019
1.000 115-240
1.618 115-079
2.618 114-139
4.250 113-035
Fisher Pivots for day following 21-Oct-2009
Pivot 1 day 3 day
R1 116-310 117-010
PP 116-280 116-293
S1 116-250 116-257

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

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