ECBOT 10 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 04-Nov-2009

Day Change Summary
	Previous	Current
	03-Nov-2009	04-Nov-2009	Change	Change %	Previous Week
Open	117-060	116-270	-0-110	-0.3%	116-080
High	117-140	116-280	-0-180	-0.5%	117-100
Low	116-200	116-060	-0-140	-0.4%	115-170
Close	116-250	116-140	-0-110	-0.3%	117-080
Range	0-260	0-220	-0-040	-15.4%	1-250
ATR	0-233	0-232	-0-001	-0.4%	0-000
Volume	810	931	121	14.9%	10,083

Daily Pivots for day following 04-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-180	118-060	116-261
R3	117-280	117-160	116-200
R2	117-060	117-060	116-180
R1	116-260	116-260	116-160	116-210
PP	116-160	116-160	116-160	116-135
S1	116-040	116-040	116-120	115-310
S2	115-260	115-260	116-100
S3	115-040	115-140	116-080
S4	114-140	114-240	116-019

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%	24%	False	False	3,810
10	117-140	115-170	1-290	1.6%	0-238	0.6%	48%	False	False	2,206
20	118-130	115-170	2-280	2.5%	0-223	0.6%	32%	False	False	1,294

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	0-063
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-255
2.618	118-216
1.618	117-316
1.000	117-180
0.618	117-096
HIGH	116-280
0.618	116-196
0.500	116-170
0.382	116-144
LOW	116-060
0.618	115-244
1.000	115-160
1.618	115-024
2.618	114-124
4.250	113-085

Fisher Pivots for day following 04-Nov-2009
Pivot	1 day	3 day
R1	116-170	116-260
PP	116-160	116-220
S1	116-150	116-180

Download as Excel Spreadsheet

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

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