ECBOT 10 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 17-Nov-2009

Day Change Summary
	Previous	Current
	16-Nov-2009	17-Nov-2009	Change	Change %	Previous Week
Open	117-170	118-060	0-210	0.6%	117-030
High	118-110	118-160	0-050	0.1%	117-230
Low	117-170	117-310	0-140	0.4%	116-280
Close	118-110	118-130	0-020	0.1%	117-180
Range	0-260	0-170	-0-090	-34.6%	0-270
ATR	0-208	0-205	-0-003	-1.3%	0-000
Volume	6,272	17,068	10,796	172.1%	38,401

Daily Pivots for day following 17-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-283	119-217	118-224
R3	119-113	119-047	118-177
R2	118-263	118-263	118-161
R1	118-197	118-197	118-146	118-230
PP	118-093	118-093	118-093	118-110
S1	118-027	118-027	118-114	118-060
S2	117-243	117-243	118-099
S3	117-073	117-177	118-083
S4	116-223	117-007	118-036

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	118-160	116-280	1-200	1.4%	0-192	0.5%	94%	True	False	10,191
10	118-160	116-060	2-100	2.0%	0-179	0.5%	96%	True	False	6,970
20	118-160	115-170	2-310	2.5%	0-210	0.6%	97%	True	False	4,543

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	0-034
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-242
2.618	119-285
1.618	119-115
1.000	119-010
0.618	118-265
HIGH	118-160
0.618	118-095
0.500	118-075
0.382	118-055
LOW	117-310
0.618	117-205
1.000	117-140
1.618	117-035
2.618	116-185
4.250	115-228

Fisher Pivots for day following 17-Nov-2009
Pivot	1 day	3 day
R1	118-112	118-080
PP	118-093	118-030
S1	118-075	117-300

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols