ECBOT 10 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 22-Oct-2009

Day Change Summary
	Previous	Current
	21-Oct-2009	22-Oct-2009	Change	Change %	Previous Week
Open	116-270	116-230	-0-040	-0.1%	116-240
High	117-120	116-270	-0-170	-0.5%	117-220
Low	116-180	116-120	-0-060	-0.2%	116-110
Close	116-220	116-200	-0-020	-0.1%	116-250
Range	0-260	0-150	-0-110	-42.3%	1-110
ATR	0-213	0-208	-0-004	-2.1%	0-000
Volume	38	108	70	184.2%	2,625

Daily Pivots for day following 22-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-007	117-253	116-282
R3	117-177	117-103	116-241
R2	117-027	117-027	116-228
R1	116-273	116-273	116-214	116-235
PP	116-197	116-197	116-197	116-178
S1	116-123	116-123	116-186	116-085
S2	116-047	116-047	116-172
S3	115-217	115-293	116-159
S4	115-067	115-143	116-118

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%	0-186	0.5%	24%	False	False	280
10	117-280	116-110	1-170	1.3%	0-204	0.5%	18%	False	False	389

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	0-048
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	118-268
2.618	118-023
1.618	117-193
1.000	117-100
0.618	117-043
HIGH	116-270
0.618	116-213
0.500	116-195
0.382	116-177
LOW	116-120
0.618	116-027
1.000	115-290
1.618	115-197
2.618	115-047
4.250	114-122

Fisher Pivots for day following 22-Oct-2009
Pivot	1 day	3 day
R1	116-198	116-300
PP	116-197	116-267
S1	116-195	116-233

Download as Excel Spreadsheet

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

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