ECBOT 10 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 26-Oct-2009

Day Change Summary
	Previous	Current
	23-Oct-2009	26-Oct-2009	Change	Change %	Previous Week
Open	116-070	116-080	0-010	0.0%	116-200
High	116-120	117-000	0-200	0.5%	117-160
Low	116-010	115-170	-0-160	-0.4%	116-010
Close	116-080	115-220	-0-180	-0.5%	116-080
Range	0-110	1-150	1-040	327.3%	1-150
ATR	0-207	0-226	0-019	9.1%	0-000
Volume	9	764	755	8,388.9%	1,226

Daily Pivots for day following 26-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-153	119-177	116-158
R3	119-003	118-027	116-029
R2	117-173	117-173	115-306
R1	116-197	116-197	115-263	116-110
PP	116-023	116-023	116-023	115-300
S1	115-047	115-047	115-177	114-280
S2	114-193	114-193	115-134
S3	113-043	113-217	115-091
S4	111-213	112-067	114-282

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	115-170	1-310	1.7%	0-242	0.7%	8%	False	True	300
10	117-220	115-170	2-050	1.9%	0-206	0.6%	7%	False	True	327

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-059
Widest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	123-078
2.618	120-270
1.618	119-120
1.000	118-150
0.618	117-290
HIGH	117-000
0.618	116-140
0.500	116-085
0.382	116-030
LOW	115-170
0.618	114-200
1.000	114-020
1.618	113-050
2.618	111-220
4.250	109-092

Fisher Pivots for day following 26-Oct-2009
Pivot	1 day	3 day
R1	116-085	116-085
PP	116-023	116-023
S1	115-282	115-282

Download as Excel Spreadsheet

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

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