ECBOT 10 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 05-Nov-2009

Day Change Summary
	Previous	Current
	04-Nov-2009	05-Nov-2009	Change	Change %	Previous Week
Open	116-270	116-180	-0-090	-0.2%	116-080
High	116-280	116-250	-0-030	-0.1%	117-100
Low	116-060	116-120	0-060	0.2%	115-170
Close	116-140	116-220	0-080	0.2%	117-080
Range	0-220	0-130	-0-090	-40.9%	1-250
ATR	0-232	0-224	-0-007	-3.1%	0-000
Volume	931	1,447	516	55.4%	10,083

Daily Pivots for day following 05-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	117-267	117-213	116-292
R3	117-137	117-083	116-256
R2	117-007	117-007	116-244
R1	116-273	116-273	116-232	116-300
PP	116-197	116-197	116-197	116-210
S1	116-143	116-143	116-208	116-170
S2	116-067	116-067	116-196
S3	115-257	116-013	116-184
S4	115-127	115-203	116-148

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	116-060	1-080	1.1%	0-206	0.6%	40%	False	False	3,450
10	117-140	115-170	1-290	1.6%	0-236	0.6%	61%	False	False	2,340
20	117-280	115-170	2-110	2.0%	0-220	0.6%	49%	False	False	1,365

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-065
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	118-162
2.618	117-270
1.618	117-140
1.000	117-060
0.618	117-010
HIGH	116-250
0.618	116-200
0.500	116-185
0.382	116-170
LOW	116-120
0.618	116-040
1.000	115-310
1.618	115-230
2.618	115-100
4.250	114-208

Fisher Pivots for day following 05-Nov-2009
Pivot	1 day	3 day
R1	116-208	116-260
PP	116-197	116-247
S1	116-185	116-233

Download as Excel Spreadsheet

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

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