ECBOT 10 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 25-Nov-2009

Day Change Summary
	Previous	Current
	24-Nov-2009	25-Nov-2009	Change	Change %	Previous Week
Open	118-120	118-290	0-170	0.4%	117-170
High	118-300	119-110	0-130	0.3%	118-220
Low	118-100	118-200	0-100	0.3%	117-170
Close	118-260	119-070	0-130	0.3%	118-090
Range	0-200	0-230	0-030	15.0%	1-050
ATR	0-194	0-197	0-003	1.3%	0-000
Volume	245,756	463,857	218,101	88.7%	135,463

Daily Pivots for day following 25-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	121-070	120-300	119-196
R3	120-160	120-070	119-133
R2	119-250	119-250	119-112
R1	119-160	119-160	119-091	119-205
PP	119-020	119-020	119-020	119-042
S1	118-250	118-250	119-049	118-295
S2	118-110	118-110	119-028
S3	117-200	118-020	119-007
S4	116-290	117-110	118-264

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	119-110	117-270	1-160	1.3%	0-186	0.5%	92%	True	False	183,074
10	119-110	116-280	2-150	2.1%	0-184	0.5%	95%	True	False	98,005
20	119-110	116-040	3-070	2.7%	0-190	0.5%	96%	True	False	51,694
40	119-110	115-170	3-260	3.2%	0-201	0.5%	97%	True	False	26,372

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-046
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	122-128
2.618	121-072
1.618	120-162
1.000	120-020
0.618	119-252
HIGH	119-110
0.618	119-022
0.500	118-315
0.382	118-288
LOW	118-200
0.618	118-058
1.000	117-290
1.618	117-148
2.618	116-238
4.250	115-182

Fisher Pivots for day following 25-Nov-2009
Pivot	1 day	3 day
R1	119-045	119-003
PP	119-020	118-257
S1	118-315	118-190

Download as Excel Spreadsheet

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

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