ECBOT 10 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 06-Nov-2009
Day Change Summary
Previous Current
05-Nov-2009 06-Nov-2009 Change Change % Previous Week
Open 116-180 116-210 0-030 0.1% 117-050
High 116-250 117-080 0-150 0.4% 117-140
Low 116-120 116-200 0-080 0.2% 116-060
Close 116-220 117-010 0-110 0.3% 117-010
Range 0-130 0-200 0-070 53.8% 1-080
ATR 0-224 0-223 -0-002 -0.8% 0-000
Volume 1,447 5,585 4,138 286.0% 18,896
Daily Pivots for day following 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 118-270 118-180 117-120
R3 118-070 117-300 117-065
R2 117-190 117-190 117-047
R1 117-100 117-100 117-028 117-145
PP 116-310 116-310 116-310 117-012
S1 116-220 116-220 116-312 116-265
S2 116-110 116-110 116-293
S3 115-230 116-020 116-275
S4 115-030 115-140 116-220
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 120-203 120-027 117-230
R3 119-123 118-267 117-120
R2 118-043 118-043 117-083
R1 117-187 117-187 117-047 117-075
PP 116-283 116-283 116-283 116-228
S1 116-107 116-107 116-293 115-315
S2 115-203 115-203 116-257
S3 114-123 115-027 116-220
S4 113-043 113-267 116-110
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% 0-190 0.5% 68% False False 3,779
10 117-140 115-170 1-290 1.6% 0-245 0.7% 79% False False 2,897
20 117-220 115-170 2-050 1.8% 0-212 0.6% 70% False False 1,641
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 0-061
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-290
2.618 118-284
1.618 118-084
1.000 117-280
0.618 117-204
HIGH 117-080
0.618 117-004
0.500 116-300
0.382 116-276
LOW 116-200
0.618 116-076
1.000 116-000
1.618 115-196
2.618 114-316
4.250 113-310
Fisher Pivots for day following 06-Nov-2009
Pivot 1 day 3 day
R1 117-000 116-297
PP 116-310 116-263
S1 116-300 116-230

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

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