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

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

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