ECBOT 10 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 13-Oct-2009
Day Change Summary
Previous Current
12-Oct-2009 13-Oct-2009 Change Change % Previous Week
Open 116-240 117-050 0-130 0.3% 118-040
High 117-130 117-220 0-090 0.2% 118-140
Low 116-240 117-050 0-130 0.3% 116-250
Close 117-070 117-180 0-110 0.3% 116-300
Range 0-210 0-170 -0-040 -19.0% 1-210
ATR
Volume 1,338 155 -1,183 -88.4% 14,143
Daily Pivots for day following 13-Oct-2009
Classic Woodie Camarilla DeMark
R4 119-020 118-270 117-274
R3 118-170 118-100 117-227
R2 118-000 118-000 117-211
R1 117-250 117-250 117-196 117-285
PP 117-150 117-150 117-150 117-168
S1 117-080 117-080 117-164 117-115
S2 116-300 116-300 117-149
S3 116-130 116-230 117-133
S4 115-280 116-060 117-086
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 122-113 121-097 117-272
R3 120-223 119-207 117-126
R2 119-013 119-013 117-077
R1 117-317 117-317 117-029 117-220
PP 117-123 117-123 117-123 117-075
S1 116-107 116-107 116-251 116-010
S2 115-233 115-233 116-203
S3 114-023 114-217 116-154
S4 112-133 113-007 116-008
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-140 116-240 1-220 1.4% 0-230 0.6% 48% False False 2,143
10 118-150 116-240 1-230 1.5% 0-200 0.5% 47% False False 1,625
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-042
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 119-302
2.618 119-025
1.618 118-175
1.000 118-070
0.618 118-005
HIGH 117-220
0.618 117-155
0.500 117-135
0.382 117-115
LOW 117-050
0.618 116-265
1.000 116-200
1.618 116-095
2.618 115-245
4.250 114-288
Fisher Pivots for day following 13-Oct-2009
Pivot 1 day 3 day
R1 117-165 117-153
PP 117-150 117-127
S1 117-135 117-100

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

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