ECBOT 10 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 27-Oct-2009

Day Change Summary
	Previous	Current
	26-Oct-2009	27-Oct-2009	Change	Change %	Previous Week
Open	116-080	115-270	-0-130	-0.3%	116-200
High	117-000	116-180	-0-140	-0.4%	117-160
Low	115-170	115-240	0-070	0.2%	116-010
Close	115-220	116-170	0-270	0.7%	116-080
Range	1-150	0-260	-0-210	-44.7%	1-150
ATR	0-226	0-230	0-004	1.7%	0-000
Volume	764	470	-294	-38.5%	1,226

Daily Pivots for day following 27-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-230	118-140	116-313
R3	117-290	117-200	116-242
R2	117-030	117-030	116-218
R1	116-260	116-260	116-194	116-305
PP	116-090	116-090	116-090	116-112
S1	116-000	116-000	116-146	116-045
S2	115-150	115-150	116-122
S3	114-210	115-060	116-098
S4	113-270	114-120	116-027

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	117-120	115-170	1-270	1.6%	0-250	0.7%	54%	False	False	277
10	117-160	115-170	1-310	1.7%	0-215	0.6%	51%	False	False	359
20	118-150	115-170	2-300	2.5%	0-208	0.6%	34%	False	False	992

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-062
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-005
2.618	118-221
1.618	117-281
1.000	117-120
0.618	117-021
HIGH	116-180
0.618	116-081
0.500	116-050
0.382	116-019
LOW	115-240
0.618	115-079
1.000	114-300
1.618	114-139
2.618	113-199
4.250	112-095

Fisher Pivots for day following 27-Oct-2009
Pivot	1 day	3 day
R1	116-130	116-142
PP	116-090	116-113
S1	116-050	116-085

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols