ECBOT 10 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 11-Nov-2009

Day Change Summary
	Previous	Current
	10-Nov-2009	11-Nov-2009	Change	Change %	Previous Week
Open	117-030	117-070	0-040	0.1%	117-050
High	117-160	117-230	0-070	0.2%	117-140
Low	117-010	117-040	0-030	0.1%	116-060
Close	117-060	117-210	0-150	0.4%	117-010
Range	0-150	0-190	0-040	26.7%	1-080
ATR	0-211	0-210	-0-002	-0.7%	0-000
Volume	9,178	16,980	7,802	85.0%	18,896

Daily Pivots for day following 11-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-090	119-020	117-314
R3	118-220	118-150	117-262
R2	118-030	118-030	117-245
R1	117-280	117-280	117-227	117-315
PP	117-160	117-160	117-160	117-178
S1	117-090	117-090	117-193	117-125
S2	116-290	116-290	117-175
S3	116-100	116-220	117-158
S4	115-230	116-030	117-106

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	117-230	116-120	1-110	1.1%	0-160	0.4%	95%	True	False	6,959
10	117-230	116-040	1-190	1.4%	0-197	0.5%	96%	True	False	5,384
20	117-230	115-170	2-060	1.9%	0-208	0.6%	97%	True	False	2,935

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	0-046
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120-078
2.618	119-087
1.618	118-217
1.000	118-100
0.618	118-027
HIGH	117-230
0.618	117-157
0.500	117-135
0.382	117-113
LOW	117-040
0.618	116-243
1.000	116-170
1.618	116-053
2.618	115-183
4.250	114-192

Fisher Pivots for day following 11-Nov-2009
Pivot	1 day	3 day
R1	117-185	117-172
PP	117-160	117-133
S1	117-135	117-095

Download as Excel Spreadsheet

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

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