ECBOT 10 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 27-Nov-2009
Day Change Summary
Previous Current
26-Nov-2009 27-Nov-2009 Change Change % Previous Week
Open 119-090 119-090 0-000 0.0% 118-070
High 120-000 120-150 0-150 0.4% 120-150
Low 119-080 119-080 0-000 0.0% 117-270
Close 119-290 119-280 -0-010 0.0% 119-280
Range 0-240 1-070 0-150 62.5% 2-200
ATR 0-201 0-214 0-014 6.7% 0-000
Volume 463,857 796,678 332,821 71.8% 2,094,485
Daily Pivots for day following 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 123-167 122-293 120-174
R3 122-097 121-223 120-067
R2 121-027 121-027 120-032
R1 120-153 120-153 119-316 120-250
PP 119-277 119-277 119-277 120-005
S1 119-083 119-083 119-244 119-180
S2 118-207 118-207 119-208
S3 117-137 118-013 119-173
S4 116-067 116-263 119-066
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 127-087 126-063 121-102
R3 124-207 123-183 120-191
R2 122-007 122-007 120-114
R1 120-303 120-303 120-037 121-155
PP 119-127 119-127 119-127 119-212
S1 118-103 118-103 119-203 118-275
S2 116-247 116-247 119-126
S3 114-047 115-223 119-049
S4 111-167 113-023 118-138
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-150 117-270 2-200 2.2% 0-246 0.6% 77% True False 418,897
10 120-150 117-170 2-300 2.5% 0-213 0.6% 80% True False 222,994
20 120-150 116-060 4-090 3.6% 0-194 0.5% 86% True False 114,362
40 120-150 115-170 4-300 4.1% 0-204 0.5% 88% True False 57,883
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 0-040
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 125-208
2.618 123-211
1.618 122-141
1.000 121-220
0.618 121-071
HIGH 120-150
0.618 120-001
0.500 119-275
0.382 119-229
LOW 119-080
0.618 118-159
1.000 118-010
1.618 117-089
2.618 116-019
4.250 114-022
Fisher Pivots for day following 27-Nov-2009
Pivot 1 day 3 day
R1 119-278 119-245
PP 119-277 119-210
S1 119-275 119-175

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

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