ECBOT 10 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 16-Nov-2009

Day Change Summary
	Previous	Current
	13-Nov-2009	16-Nov-2009	Change	Change %	Previous Week
Open	117-160	117-170	0-010	0.0%	117-030
High	117-210	118-110	0-220	0.6%	117-230
Low	117-120	117-170	0-050	0.1%	116-280
Close	117-180	118-110	0-250	0.7%	117-180
Range	0-090	0-260	0-170	188.9%	0-270
ATR	0-204	0-208	0-004	2.0%	0-000
Volume	9,615	6,272	-3,343	-34.8%	38,401

Daily Pivots for day following 16-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-163	120-077	118-253
R3	119-223	119-137	118-182
R2	118-283	118-283	118-158
R1	118-197	118-197	118-134	118-240
PP	118-023	118-023	118-023	118-045
S1	117-257	117-257	118-086	117-300
S2	117-083	117-083	118-062
S3	116-143	116-317	118-038
S4	115-203	116-057	117-287

Weekly Pivots for week ending 13-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-293	119-187	118-008
R3	119-023	118-237	117-254
R2	118-073	118-073	117-230
R1	117-287	117-287	117-205	118-020
PP	117-123	117-123	117-123	117-150
S1	117-017	117-017	117-155	117-070
S2	116-173	116-173	117-130
S3	115-223	116-067	117-106
S4	114-273	115-117	117-032

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-110	116-280	1-150	1.2%	0-188	0.5%	100%	True	False	8,613
10	118-110	116-060	2-050	1.8%	0-188	0.5%	100%	True	False	5,344
20	118-110	115-170	2-260	2.4%	0-213	0.6%	100%	True	False	3,719

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	0-035
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	121-255
2.618	120-151
1.618	119-211
1.000	119-050
0.618	118-271
HIGH	118-110
0.618	118-011
0.500	117-300
0.382	117-269
LOW	117-170
0.618	117-009
1.000	116-230
1.618	116-069
2.618	115-129
4.250	114-025

Fisher Pivots for day following 16-Nov-2009
Pivot	1 day	3 day
R1	118-067	118-032
PP	118-023	117-273
S1	117-300	117-195

Download as Excel Spreadsheet

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

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