ECBOT 10 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 23-Nov-2009

Day Change Summary
	Previous	Current
	20-Nov-2009	23-Nov-2009	Change	Change %	Previous Week
Open	118-130	118-070	-0-060	-0.2%	117-170
High	118-220	118-120	-0-100	-0.3%	118-220
Low	118-050	117-270	-0-100	-0.3%	117-170
Close	118-090	118-100	0-010	0.0%	118-090
Range	0-170	0-170	0-000	0.0%	1-050
ATR	0-196	0-194	-0-002	-0.9%	0-000
Volume	45,909	124,337	78,428	170.8%	135,463

Daily Pivots for day following 23-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-247	119-183	118-194
R3	119-077	119-013	118-147
R2	118-227	118-227	118-131
R1	118-163	118-163	118-116	118-195
PP	118-057	118-057	118-057	118-072
S1	117-313	117-313	118-084	118-025
S2	117-207	117-207	118-069
S3	117-037	117-143	118-053
S4	116-187	116-293	118-006

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	117-270	0-270	0.7%	0-162	0.4%	56%	False	True	50,705
10	118-220	116-280	1-260	1.5%	0-175	0.5%	79%	False	False	29,659
20	118-220	115-240	2-300	2.5%	0-193	0.5%	87%	False	False	16,320

Crabel Price Patterns
NR	False
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	0-040

Fibonacci Retracements and Extensions
4.250	120-202
2.618	119-245
1.618	119-075
1.000	118-290
0.618	118-225
HIGH	118-120
0.618	118-055
0.500	118-035
0.382	118-015
LOW	117-270
0.618	117-165
1.000	117-100
1.618	116-315
2.618	116-145
4.250	115-188

Fisher Pivots for day following 23-Nov-2009
Pivot	1 day	3 day
R1	118-078	118-095
PP	118-057	118-090
S1	118-035	118-085

Download as Excel Spreadsheet

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

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