ECBOT 10 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 22-Oct-2009
Day Change Summary
Previous Current
21-Oct-2009 22-Oct-2009 Change Change % Previous Week
Open 116-270 116-230 -0-040 -0.1% 116-240
High 117-120 116-270 -0-170 -0.5% 117-220
Low 116-180 116-120 -0-060 -0.2% 116-110
Close 116-220 116-200 -0-020 -0.1% 116-250
Range 0-260 0-150 -0-110 -42.3% 1-110
ATR 0-213 0-208 -0-004 -2.1% 0-000
Volume 38 108 70 184.2% 2,625
Daily Pivots for day following 22-Oct-2009
Classic Woodie Camarilla DeMark
R4 118-007 117-253 116-282
R3 117-177 117-103 116-241
R2 117-027 117-027 116-228
R1 116-273 116-273 116-214 116-235
PP 116-197 116-197 116-197 116-178
S1 116-123 116-123 116-186 116-085
S2 116-047 116-047 116-172
S3 115-217 115-293 116-159
S4 115-067 115-143 116-118
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
5 117-160 116-110 1-050 1.0% 0-186 0.5% 24% False False 280
10 117-280 116-110 1-170 1.3% 0-204 0.5% 18% False False 389
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0-048
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 118-268
2.618 118-023
1.618 117-193
1.000 117-100
0.618 117-043
HIGH 116-270
0.618 116-213
0.500 116-195
0.382 116-177
LOW 116-120
0.618 116-027
1.000 115-290
1.618 115-197
2.618 115-047
4.250 114-122
Fisher Pivots for day following 22-Oct-2009
Pivot 1 day 3 day
R1 116-198 116-300
PP 116-197 116-267
S1 116-195 116-233

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

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