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

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

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