ECBOT 10 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 18-Nov-2009

Day Change Summary
	Previous	Current
	17-Nov-2009	18-Nov-2009	Change	Change %	Previous Week
Open	118-060	118-110	0-050	0.1%	117-030
High	118-160	118-150	-0-010	0.0%	117-230
Low	117-310	118-010	0-020	0.1%	116-280
Close	118-130	118-030	-0-100	-0.3%	117-180
Range	0-170	0-140	-0-030	-17.6%	0-270
ATR	0-205	0-201	-0-005	-2.3%	0-000
Volume	17,068	30,700	13,632	79.9%	38,401

Daily Pivots for day following 18-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-163	119-077	118-107
R3	119-023	118-257	118-068
R2	118-203	118-203	118-056
R1	118-117	118-117	118-043	118-090
PP	118-063	118-063	118-063	118-050
S1	117-297	117-297	118-017	117-270
S2	117-243	117-243	118-004
S3	117-103	117-157	117-312
S4	116-283	117-017	117-273

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%	0-182	0.5%	75%	False	False	12,935
10	118-160	116-120	2-040	1.8%	0-171	0.5%	81%	False	False	9,947
20	118-160	115-170	2-310	2.5%	0-204	0.5%	86%	False	False	6,076

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

Fibonacci Retracements and Extensions
4.250	120-105
2.618	119-197
1.618	119-057
1.000	118-290
0.618	118-237
HIGH	118-150
0.618	118-097
0.500	118-080
0.382	118-063
LOW	118-010
0.618	117-243
1.000	117-190
1.618	117-103
2.618	116-283
4.250	116-055

Fisher Pivots for day following 18-Nov-2009
Pivot	1 day	3 day
R1	118-080	118-022
PP	118-063	118-013
S1	118-047	118-005

Download as Excel Spreadsheet

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

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