ECBOT 10 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 30-Oct-2009

Day Change Summary
	Previous	Current
	29-Oct-2009	30-Oct-2009	Change	Change %	Previous Week
Open	116-180	116-140	-0-040	-0.1%	116-080
High	116-310	117-100	0-110	0.3%	117-100
Low	116-040	116-140	0-100	0.3%	115-170
Close	116-110	117-080	0-290	0.8%	117-080
Range	0-270	0-280	0-010	3.7%	1-250
ATR	0-232	0-237	0-006	2.4%	0-000
Volume	3,250	3,939	689	21.2%	10,083

Daily Pivots for day following 30-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-200	119-100	117-234
R3	118-240	118-140	117-157
R2	117-280	117-280	117-131
R1	117-180	117-180	117-106	117-230
PP	117-000	117-000	117-000	117-025
S1	116-220	116-220	117-054	116-270
S2	116-040	116-040	117-029
S3	115-080	115-260	117-003
S4	114-120	114-300	116-246

Weekly Pivots for week ending 30-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	122-013	121-137	118-074
R3	120-083	119-207	117-237
R2	118-153	118-153	117-184
R1	117-277	117-277	117-132	118-055
PP	116-223	116-223	116-223	116-272
S1	116-027	116-027	117-028	116-125
S2	114-293	114-293	116-296
S3	113-043	114-097	116-243
S4	111-113	112-167	116-086

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-100	115-170	1-250	1.5%	0-300	0.8%	96%	True	False	2,016
10	117-160	115-170	1-310	1.7%	0-237	0.6%	87%	False	False	1,130
20	118-140	115-170	2-290	2.5%	0-213	0.6%	59%	False	False	1,403

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-060
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	121-010
2.618	119-193
1.618	118-233
1.000	118-060
0.618	117-273
HIGH	117-100
0.618	116-313
0.500	116-280
0.382	116-247
LOW	116-140
0.618	115-287
1.000	115-180
1.618	115-007
2.618	114-047
4.250	112-230

Fisher Pivots for day following 30-Oct-2009
Pivot	1 day	3 day
R1	117-040	117-023
PP	117-000	116-287
S1	116-280	116-230

Download as Excel Spreadsheet

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

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