ECBOT 10 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 30-Nov-2009
Day Change Summary
Previous Current
27-Nov-2009 30-Nov-2009 Change Change % Previous Week
Open 119-090 119-250 0-160 0.4% 118-070
High 120-150 120-000 -0-150 -0.4% 120-150
Low 119-080 119-195 0-115 0.3% 117-270
Close 119-280 119-300 0-020 0.1% 119-280
Range 1-070 0-125 -0-265 -67.9% 2-200
ATR 0-214 0-208 -0-006 -3.0% 0-000
Volume 796,678 536,858 -259,820 -32.6% 2,094,485
Daily Pivots for day following 30-Nov-2009
Classic Woodie Camarilla DeMark
R4 121-007 120-278 120-049
R3 120-202 120-153 120-014
R2 120-077 120-077 120-003
R1 120-028 120-028 119-311 120-052
PP 119-272 119-272 119-272 119-284
S1 119-223 119-223 119-289 119-248
S2 119-147 119-147 119-277
S3 119-022 119-098 119-266
S4 118-217 118-293 119-231
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
5 120-150 118-100 2-050 1.8% 0-237 0.6% 75% False False 501,401
10 120-150 117-270 2-200 2.2% 0-200 0.5% 80% False False 276,053
20 120-150 116-060 4-090 3.6% 0-194 0.5% 88% False False 140,699
40 120-150 115-170 4-300 4.1% 0-204 0.5% 89% False False 71,271
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-046
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 121-211
2.618 121-007
1.618 120-202
1.000 120-125
0.618 120-077
HIGH 120-000
0.618 119-272
0.500 119-258
0.382 119-243
LOW 119-195
0.618 119-118
1.000 119-070
1.618 118-313
2.618 118-188
4.250 117-304
Fisher Pivots for day following 30-Nov-2009
Pivot 1 day 3 day
R1 119-286 119-292
PP 119-272 119-283
S1 119-258 119-275

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

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