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

Download as Excel Spreadsheet

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

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