ECBOT 10 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 28-Oct-2009
Day Change Summary
Previous Current
27-Oct-2009 28-Oct-2009 Change Change % Previous Week
Open 115-270 116-120 0-170 0.5% 116-200
High 116-180 117-020 0-160 0.4% 117-160
Low 115-240 116-120 0-200 0.5% 116-010
Close 116-170 116-280 0-110 0.3% 116-080
Range 0-260 0-220 -0-040 -15.4% 1-150
ATR 0-230 0-229 -0-001 -0.3% 0-000
Volume 470 1,660 1,190 253.2% 1,226
Daily Pivots for day following 28-Oct-2009
Classic Woodie Camarilla DeMark
R4 118-267 118-173 117-081
R3 118-047 117-273 117-020
R2 117-147 117-147 117-000
R1 117-053 117-053 116-300 117-100
PP 116-247 116-247 116-247 116-270
S1 116-153 116-153 116-260 116-200
S2 116-027 116-027 116-240
S3 115-127 115-253 116-220
S4 114-227 115-033 116-159
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 121-000 120-030 117-018
R3 119-170 118-200 116-209
R2 118-020 118-020 116-166
R1 117-050 117-050 116-123 116-280
PP 116-190 116-190 116-190 116-145
S1 115-220 115-220 116-037 115-130
S2 115-040 115-040 115-314
S3 113-210 114-070 115-271
S4 112-060 112-240 115-142
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-020 115-170 1-170 1.3% 0-242 0.6% 88% True False 602
10 117-160 115-170 1-310 1.7% 0-218 0.6% 68% False False 485
20 118-150 115-170 2-300 2.5% 0-212 0.6% 46% False False 1,050
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 0-061
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 119-315
2.618 118-276
1.618 118-056
1.000 117-240
0.618 117-156
HIGH 117-020
0.618 116-256
0.500 116-230
0.382 116-204
LOW 116-120
0.618 115-304
1.000 115-220
1.618 115-084
2.618 114-184
4.250 113-145
Fisher Pivots for day following 28-Oct-2009
Pivot 1 day 3 day
R1 116-263 116-218
PP 116-247 116-157
S1 116-230 116-095

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

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