ECBOT 10 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 30-Oct-2009
Day Change Summary
Previous Current
29-Oct-2009 30-Oct-2009 Change Change % Previous Week
Open 116-180 116-140 -0-040 -0.1% 116-080
High 116-310 117-100 0-110 0.3% 117-100
Low 116-040 116-140 0-100 0.3% 115-170
Close 116-110 117-080 0-290 0.8% 117-080
Range 0-270 0-280 0-010 3.7% 1-250
ATR 0-232 0-237 0-006 2.4% 0-000
Volume 3,250 3,939 689 21.2% 10,083
Daily Pivots for day following 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 119-200 119-100 117-234
R3 118-240 118-140 117-157
R2 117-280 117-280 117-131
R1 117-180 117-180 117-106 117-230
PP 117-000 117-000 117-000 117-025
S1 116-220 116-220 117-054 116-270
S2 116-040 116-040 117-029
S3 115-080 115-260 117-003
S4 114-120 114-300 116-246
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 122-013 121-137 118-074
R3 120-083 119-207 117-237
R2 118-153 118-153 117-184
R1 117-277 117-277 117-132 118-055
PP 116-223 116-223 116-223 116-272
S1 116-027 116-027 117-028 116-125
S2 114-293 114-293 116-296
S3 113-043 114-097 116-243
S4 111-113 112-167 116-086
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-100 115-170 1-250 1.5% 0-300 0.8% 96% True False 2,016
10 117-160 115-170 1-310 1.7% 0-237 0.6% 87% False False 1,130
20 118-140 115-170 2-290 2.5% 0-213 0.6% 59% False False 1,403
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-060
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 121-010
2.618 119-193
1.618 118-233
1.000 118-060
0.618 117-273
HIGH 117-100
0.618 116-313
0.500 116-280
0.382 116-247
LOW 116-140
0.618 115-287
1.000 115-180
1.618 115-007
2.618 114-047
4.250 112-230
Fisher Pivots for day following 30-Oct-2009
Pivot 1 day 3 day
R1 117-040 117-023
PP 117-000 116-287
S1 116-280 116-230

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

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