ECBOT 10 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 28-Oct-2009

Day Change Summary
	Previous	Current
	27-Oct-2009	28-Oct-2009	Change	Change %	Previous Week
Open	115-270	116-120	0-170	0.5%	116-200
High	116-180	117-020	0-160	0.4%	117-160
Low	115-240	116-120	0-200	0.5%	116-010
Close	116-170	116-280	0-110	0.3%	116-080
Range	0-260	0-220	-0-040	-15.4%	1-150
ATR	0-230	0-229	-0-001	-0.3%	0-000
Volume	470	1,660	1,190	253.2%	1,226

Daily Pivots for day following 28-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-267	118-173	117-081
R3	118-047	117-273	117-020
R2	117-147	117-147	117-000
R1	117-053	117-053	116-300	117-100
PP	116-247	116-247	116-247	116-270
S1	116-153	116-153	116-260	116-200
S2	116-027	116-027	116-240
S3	115-127	115-253	116-220
S4	114-227	115-033	116-159

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	117-020	115-170	1-170	1.3%	0-242	0.6%	88%	True	False	602
10	117-160	115-170	1-310	1.7%	0-218	0.6%	68%	False	False	485
20	118-150	115-170	2-300	2.5%	0-212	0.6%	46%	False	False	1,050

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	0-061
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	119-315
2.618	118-276
1.618	118-056
1.000	117-240
0.618	117-156
HIGH	117-020
0.618	116-256
0.500	116-230
0.382	116-204
LOW	116-120
0.618	115-304
1.000	115-220
1.618	115-084
2.618	114-184
4.250	113-145

Fisher Pivots for day following 28-Oct-2009
Pivot	1 day	3 day
R1	116-263	116-218
PP	116-247	116-157
S1	116-230	116-095

Download as Excel Spreadsheet

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

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