ECBOT 10 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 09-Nov-2009

Day Change Summary
	Previous	Current
	06-Nov-2009	09-Nov-2009	Change	Change %	Previous Week
Open	116-210	117-030	0-140	0.4%	117-050
High	117-080	117-090	0-010	0.0%	117-140
Low	116-200	116-280	0-080	0.2%	116-060
Close	117-010	117-040	0-030	0.1%	117-010
Range	0-200	0-130	-0-070	-35.0%	1-080
ATR	0-223	0-216	-0-007	-3.0%	0-000
Volume	5,585	1,605	-3,980	-71.3%	18,896

Daily Pivots for day following 09-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-100	118-040	117-112
R3	117-290	117-230	117-076
R2	117-160	117-160	117-064
R1	117-100	117-100	117-052	117-130
PP	117-030	117-030	117-030	117-045
S1	116-290	116-290	117-028	117-000
S2	116-220	116-220	117-016
S3	116-090	116-160	117-004
S4	115-280	116-030	116-288

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%	0-188	0.5%	75%	False	False	2,075
10	117-140	115-240	1-220	1.4%	0-211	0.6%	81%	False	False	2,982
20	117-220	115-170	2-050	1.8%	0-208	0.6%	74%	False	False	1,654

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	0-044
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-002
2.618	118-110
1.618	117-300
1.000	117-220
0.618	117-170
HIGH	117-090
0.618	117-040
0.500	117-025
0.382	117-010
LOW	116-280
0.618	116-200
1.000	116-150
1.618	116-070
2.618	115-260
4.250	115-048

Fisher Pivots for day following 09-Nov-2009
Pivot	1 day	3 day
R1	117-035	117-008
PP	117-030	116-297
S1	117-025	116-265

Download as Excel Spreadsheet

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

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