ECBOT 10 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 23-Oct-2009

Day Change Summary
	Previous	Current
	22-Oct-2009	23-Oct-2009	Change	Change %	Previous Week
Open	116-230	116-070	-0-160	-0.4%	116-200
High	116-270	116-120	-0-150	-0.4%	117-160
Low	116-120	116-010	-0-110	-0.3%	116-010
Close	116-200	116-080	-0-120	-0.3%	116-080
Range	0-150	0-110	-0-040	-26.7%	1-150
ATR	0-208	0-207	-0-001	-0.6%	0-000
Volume	108	9	-99	-91.7%	1,226

Daily Pivots for day following 23-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	117-080	117-030	116-140
R3	116-290	116-240	116-110
R2	116-180	116-180	116-100
R1	116-130	116-130	116-090	116-155
PP	116-070	116-070	116-070	116-082
S1	116-020	116-020	116-070	116-045
S2	115-280	115-280	116-060
S3	115-170	115-230	116-050
S4	115-060	115-120	116-020

Weekly Pivots for week ending 23-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	121-000	120-030	117-018
R3	119-170	118-200	116-209
R2	118-020	118-020	116-166
R1	117-050	117-050	116-123	116-280
PP	116-190	116-190	116-190	116-145
S1	115-220	115-220	116-037	115-130
S2	115-040	115-040	115-314
S3	113-210	114-070	115-271
S4	112-060	112-240	115-142

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-160	116-010	1-150	1.3%	0-174	0.5%	15%	False	True	245
10	117-220	116-010	1-210	1.4%	0-180	0.5%	13%	False	True	385

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	0-036
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	117-268
2.618	117-088
1.618	116-298
1.000	116-230
0.618	116-188
HIGH	116-120
0.618	116-078
0.500	116-065
0.382	116-052
LOW	116-010
0.618	115-262
1.000	115-220
1.618	115-152
2.618	115-042
4.250	114-182

Fisher Pivots for day following 23-Oct-2009
Pivot	1 day	3 day
R1	116-075	116-225
PP	116-070	116-177
S1	116-065	116-128

Download as Excel Spreadsheet

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

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