ECBOT 10 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 12-Nov-2009

Day Change Summary
	Previous	Current
	11-Nov-2009	12-Nov-2009	Change	Change %	Previous Week
Open	117-070	117-170	0-100	0.3%	117-050
High	117-230	117-210	-0-020	-0.1%	117-140
Low	117-040	116-280	-0-080	-0.2%	116-060
Close	117-210	117-170	-0-040	-0.1%	117-010
Range	0-190	0-250	0-060	31.6%	1-080
ATR	0-210	0-213	0-003	1.4%	0-000
Volume	16,980	1,023	-15,957	-94.0%	18,896

Daily Pivots for day following 12-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-223	119-127	117-308
R3	118-293	118-197	117-239
R2	118-043	118-043	117-216
R1	117-267	117-267	117-193	117-295
PP	117-113	117-113	117-113	117-128
S1	117-017	117-017	117-147	117-045
S2	116-183	116-183	117-124
S3	115-253	116-087	117-101
S4	115-003	115-157	117-032

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	116-200	1-030	0.9%	0-184	0.5%	83%	False	False	6,874
10	117-230	116-060	1-170	1.3%	0-195	0.5%	88%	False	False	5,162
20	117-230	115-170	2-060	1.9%	0-210	0.6%	91%	False	False	2,958

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-037
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	120-312
2.618	119-224
1.618	118-294
1.000	118-140
0.618	118-044
HIGH	117-210
0.618	117-114
0.500	117-085
0.382	117-056
LOW	116-280
0.618	116-126
1.000	116-030
1.618	115-196
2.618	114-266
4.250	113-178

Fisher Pivots for day following 12-Nov-2009
Pivot	1 day	3 day
R1	117-142	117-145
PP	117-113	117-120
S1	117-085	117-095

Download as Excel Spreadsheet

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

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