ECBOT 10 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 19-Oct-2009
Day Change Summary
Previous Current
16-Oct-2009 19-Oct-2009 Change Change % Previous Week
Open 116-190 116-200 0-010 0.0% 116-240
High 116-280 117-000 0-040 0.1% 117-220
Low 116-110 116-190 0-080 0.2% 116-110
Close 116-250 116-290 0-040 0.1% 116-250
Range 0-170 0-130 -0-040 -23.5% 1-110
ATR 0-214 0-208 -0-006 -2.8% 0-000
Volume 183 486 303 165.6% 2,625
Daily Pivots for day following 19-Oct-2009
Classic Woodie Camarilla DeMark
R4 118-017 117-283 117-042
R3 117-207 117-153 117-006
R2 117-077 117-077 116-314
R1 117-023 117-023 116-302 117-050
PP 116-267 116-267 116-267 116-280
S1 116-213 116-213 116-278 116-240
S2 116-137 116-137 116-266
S3 116-007 116-083 116-254
S4 115-197 115-273 116-218
Weekly Pivots for week ending 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 120-310 120-070 117-166
R3 119-200 118-280 117-048
R2 118-090 118-090 117-009
R1 117-170 117-170 116-289 117-290
PP 116-300 116-300 116-300 117-040
S1 116-060 116-060 116-211 116-180
S2 115-190 115-190 116-171
S3 114-080 114-270 116-132
S4 112-290 113-160 116-014
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-220 116-110 1-110 1.1% 0-170 0.5% 42% False False 354
10 118-140 116-110 2-030 1.8% 0-190 0.5% 27% False False 1,594
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-040
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 118-232
2.618 118-020
1.618 117-210
1.000 117-130
0.618 117-080
HIGH 117-000
0.618 116-270
0.500 116-255
0.382 116-240
LOW 116-190
0.618 116-110
1.000 116-060
1.618 115-300
2.618 115-170
4.250 114-278
Fisher Pivots for day following 19-Oct-2009
Pivot 1 day 3 day
R1 116-278 116-265
PP 116-267 116-240
S1 116-255 116-215

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

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