ECBOT 10 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 20-Nov-2009

Day Change Summary
	Previous	Current
	19-Nov-2009	20-Nov-2009	Change	Change %	Previous Week
Open	118-050	118-130	0-080	0.2%	117-170
High	118-180	118-220	0-040	0.1%	118-220
Low	118-020	118-050	0-030	0.1%	117-170
Close	118-100	118-090	-0-010	0.0%	118-090
Range	0-160	0-170	0-010	6.3%	1-050
ATR	0-198	0-196	-0-002	-1.0%	0-000
Volume	35,514	45,909	10,395	29.3%	135,463

Daily Pivots for day following 20-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-310	119-210	118-184
R3	119-140	119-040	118-137
R2	118-290	118-290	118-121
R1	118-190	118-190	118-106	118-155
PP	118-120	118-120	118-120	118-102
S1	118-020	118-020	118-074	117-305
S2	117-270	117-270	118-059
S3	117-100	117-170	118-043
S4	116-250	117-000	117-316

Weekly Pivots for week ending 20-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	121-203	121-037	118-294
R3	120-153	119-307	118-192
R2	119-103	119-103	118-158
R1	118-257	118-257	118-124	119-020
PP	118-053	118-053	118-053	118-095
S1	117-207	117-207	118-056	117-290
S2	117-003	117-003	118-022
S3	115-273	116-157	117-308
S4	114-223	115-107	117-206

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-220	117-170	1-050	1.0%	0-180	0.5%	65%	True	False	27,092
10	118-220	116-280	1-260	1.5%	0-171	0.5%	78%	True	False	17,386
20	118-220	115-170	3-050	2.7%	0-208	0.5%	87%	True	False	10,142

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-041
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120-302
2.618	120-025
1.618	119-175
1.000	119-070
0.618	119-005
HIGH	118-220
0.618	118-155
0.500	118-135
0.382	118-115
LOW	118-050
0.618	117-265
1.000	117-200
1.618	117-095
2.618	116-245
4.250	115-288

Fisher Pivots for day following 20-Nov-2009
Pivot	1 day	3 day
R1	118-135	118-115
PP	118-120	118-107
S1	118-105	118-098

Download as Excel Spreadsheet

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

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