ECBOT 10 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 02-Nov-2009
Day Change Summary
Previous Current
30-Oct-2009 02-Nov-2009 Change Change % Previous Week
Open 116-140 117-050 0-230 0.6% 116-080
High 117-100 117-110 0-010 0.0% 117-100
Low 116-140 116-290 0-150 0.4% 115-170
Close 117-080 117-040 -0-040 -0.1% 117-080
Range 0-280 0-140 -0-140 -50.0% 1-250
ATR 0-237 0-230 -0-007 -2.9% 0-000
Volume 3,939 10,123 6,184 157.0% 10,083
Daily Pivots for day following 02-Nov-2009
Classic Woodie Camarilla DeMark
R4 118-140 118-070 117-117
R3 118-000 117-250 117-078
R2 117-180 117-180 117-066
R1 117-110 117-110 117-053 117-075
PP 117-040 117-040 117-040 117-022
S1 116-290 116-290 117-027 116-255
S2 116-220 116-220 117-014
S3 116-080 116-150 117-002
S4 115-260 116-010 116-283
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
5 117-110 115-240 1-190 1.4% 0-234 0.6% 86% True False 3,888
10 117-160 115-170 1-310 1.7% 0-238 0.6% 81% False False 2,094
20 118-140 115-170 2-290 2.5% 0-214 0.6% 55% False False 1,844
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 0-065
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 119-065
2.618 118-157
1.618 118-017
1.000 117-250
0.618 117-197
HIGH 117-110
0.618 117-057
0.500 117-040
0.382 117-023
LOW 116-290
0.618 116-203
1.000 116-150
1.618 116-063
2.618 115-243
4.250 115-015
Fisher Pivots for day following 02-Nov-2009
Pivot 1 day 3 day
R1 117-040 116-318
PP 117-040 116-277
S1 117-040 116-235

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

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