ECBOT 10 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 10-Nov-2009

Day Change Summary
	Previous	Current
	09-Nov-2009	10-Nov-2009	Change	Change %	Previous Week
Open	117-030	117-030	0-000	0.0%	117-050
High	117-090	117-160	0-070	0.2%	117-140
Low	116-280	117-010	0-050	0.1%	116-060
Close	117-040	117-060	0-020	0.1%	117-010
Range	0-130	0-150	0-020	15.4%	1-080
ATR	0-216	0-211	-0-005	-2.2%	0-000
Volume	1,605	9,178	7,573	471.8%	18,896

Daily Pivots for day following 10-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-207	118-123	117-142
R3	118-057	117-293	117-101
R2	117-227	117-227	117-088
R1	117-143	117-143	117-074	117-185
PP	117-077	117-077	117-077	117-098
S1	116-313	116-313	117-046	117-035
S2	116-247	116-247	117-032
S3	116-097	116-163	117-019
S4	115-267	116-013	116-298

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	117-160	116-060	1-100	1.1%	0-166	0.4%	76%	True	False	3,749
10	117-160	116-040	1-120	1.2%	0-200	0.5%	77%	True	False	3,852
20	117-160	115-170	1-310	1.7%	0-208	0.6%	84%	True	False	2,106

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	0-043
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-158
2.618	118-233
1.618	118-083
1.000	117-310
0.618	117-253
HIGH	117-160
0.618	117-103
0.500	117-085
0.382	117-067
LOW	117-010
0.618	116-237
1.000	116-180
1.618	116-087
2.618	115-257
4.250	115-012

Fisher Pivots for day following 10-Nov-2009
Pivot	1 day	3 day
R1	117-085	117-047
PP	117-077	117-033
S1	117-068	117-020

Download as Excel Spreadsheet

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

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