ECBOT 10 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 29-Oct-2009

Day Change Summary
	Previous	Current
	28-Oct-2009	29-Oct-2009	Change	Change %	Previous Week
Open	116-120	116-180	0-060	0.2%	116-200
High	117-020	116-310	-0-030	-0.1%	117-160
Low	116-120	116-040	-0-080	-0.2%	116-010
Close	116-280	116-110	-0-170	-0.5%	116-080
Range	0-220	0-270	0-050	22.7%	1-150
ATR	0-229	0-232	0-003	1.3%	0-000
Volume	1,660	3,250	1,590	95.8%	1,226

Daily Pivots for day following 29-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-003	118-167	116-258
R3	118-053	117-217	116-184
R2	117-103	117-103	116-160
R1	116-267	116-267	116-135	116-210
PP	116-153	116-153	116-153	116-125
S1	115-317	115-317	116-085	115-260
S2	115-203	115-203	116-060
S3	114-253	115-047	116-036
S4	113-303	114-097	115-282

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	117-020	115-170	1-170	1.3%	0-266	0.7%	53%	False	False	1,230
10	117-160	115-170	1-310	1.7%	0-226	0.6%	41%	False	False	755
20	118-150	115-170	2-300	2.5%	0-210	0.6%	28%	False	False	1,212

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-068
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120-178
2.618	119-057
1.618	118-107
1.000	117-260
0.618	117-157
HIGH	116-310
0.618	116-207
0.500	116-175
0.382	116-143
LOW	116-040
0.618	115-193
1.000	115-090
1.618	114-243
2.618	113-293
4.250	112-172

Fisher Pivots for day following 29-Oct-2009
Pivot	1 day	3 day
R1	116-175	116-130
PP	116-153	116-123
S1	116-132	116-117

Download as Excel Spreadsheet

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

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