ECBOT 10 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 24-Nov-2009

Day Change Summary
	Previous	Current
	23-Nov-2009	24-Nov-2009	Change	Change %	Previous Week
Open	118-070	118-120	0-050	0.1%	117-170
High	118-120	118-300	0-180	0.5%	118-220
Low	117-270	118-100	0-150	0.4%	117-170
Close	118-100	118-260	0-160	0.4%	118-090
Range	0-170	0-200	0-030	17.6%	1-050
ATR	0-194	0-194	0-000	0.2%	0-000
Volume	124,337	245,756	121,419	97.7%	135,463

Daily Pivots for day following 24-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-180	120-100	119-050
R3	119-300	119-220	118-315
R2	119-100	119-100	118-297
R1	119-020	119-020	118-278	119-060
PP	118-220	118-220	118-220	118-240
S1	118-140	118-140	118-242	118-180
S2	118-020	118-020	118-223
S3	117-140	117-260	118-205
S4	116-260	117-060	118-150

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	118-300	117-270	1-030	0.9%	0-168	0.4%	89%	True	False	96,443
10	118-300	116-280	2-020	1.7%	0-180	0.5%	94%	True	False	53,317
20	118-300	116-040	2-260	2.4%	0-190	0.5%	96%	True	False	28,585
40	118-300	115-170	3-130	2.9%	0-199	0.5%	96%	True	False	14,788

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	121-190
2.618	120-184
1.618	119-304
1.000	119-180
0.618	119-104
HIGH	118-300
0.618	118-224
0.500	118-200
0.382	118-176
LOW	118-100
0.618	117-296
1.000	117-220
1.618	117-096
2.618	116-216
4.250	115-210

Fisher Pivots for day following 24-Nov-2009
Pivot	1 day	3 day
R1	118-240	118-215
PP	118-220	118-170
S1	118-200	118-125

Download as Excel Spreadsheet

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

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