ECBOT 10 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 03-Nov-2009

Day Change Summary
	Previous	Current
	02-Nov-2009	03-Nov-2009	Change	Change %	Previous Week
Open	117-050	117-060	0-010	0.0%	116-080
High	117-110	117-140	0-030	0.1%	117-100
Low	116-290	116-200	-0-090	-0.2%	115-170
Close	117-040	116-250	-0-110	-0.3%	117-080
Range	0-140	0-260	0-120	85.7%	1-250
ATR	0-230	0-233	0-002	0.9%	0-000
Volume	10,123	810	-9,313	-92.0%	10,083

Daily Pivots for day following 03-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-123	118-287	117-073
R3	118-183	118-027	117-002
R2	117-243	117-243	116-298
R1	117-087	117-087	116-274	117-035
PP	116-303	116-303	116-303	116-278
S1	116-147	116-147	116-226	116-095
S2	116-043	116-043	116-202
S3	115-103	115-207	116-178
S4	114-163	114-267	116-107

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	117-140	116-040	1-100	1.1%	0-234	0.6%	50%	True	False	3,956
10	117-140	115-170	1-290	1.6%	0-242	0.6%	66%	True	False	2,117
20	118-140	115-170	2-290	2.5%	0-224	0.6%	43%	False	False	1,704

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-071
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-285
2.618	119-181
1.618	118-241
1.000	118-080
0.618	117-301
HIGH	117-140
0.618	117-041
0.500	117-010
0.382	116-299
LOW	116-200
0.618	116-039
1.000	115-260
1.618	115-099
2.618	114-159
4.250	113-055

Fisher Pivots for day following 03-Nov-2009
Pivot	1 day	3 day
R1	117-010	116-300
PP	116-303	116-283
S1	116-277	116-267

Download as Excel Spreadsheet

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

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