ECBOT 10 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 04-Nov-2009
Day Change Summary
Previous Current
03-Nov-2009 04-Nov-2009 Change Change % Previous Week
Open 117-060 116-270 -0-110 -0.3% 116-080
High 117-140 116-280 -0-180 -0.5% 117-100
Low 116-200 116-060 -0-140 -0.4% 115-170
Close 116-250 116-140 -0-110 -0.3% 117-080
Range 0-260 0-220 -0-040 -15.4% 1-250
ATR 0-233 0-232 -0-001 -0.4% 0-000
Volume 810 931 121 14.9% 10,083
Daily Pivots for day following 04-Nov-2009
Classic Woodie Camarilla DeMark
R4 118-180 118-060 116-261
R3 117-280 117-160 116-200
R2 117-060 117-060 116-180
R1 116-260 116-260 116-160 116-210
PP 116-160 116-160 116-160 116-135
S1 116-040 116-040 116-120 115-310
S2 115-260 115-260 116-100
S3 115-040 115-140 116-080
S4 114-140 114-240 116-019
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
5 117-140 116-040 1-100 1.1% 0-234 0.6% 24% False False 3,810
10 117-140 115-170 1-290 1.6% 0-238 0.6% 48% False False 2,206
20 118-130 115-170 2-280 2.5% 0-223 0.6% 32% False False 1,294
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 0-063
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-255
2.618 118-216
1.618 117-316
1.000 117-180
0.618 117-096
HIGH 116-280
0.618 116-196
0.500 116-170
0.382 116-144
LOW 116-060
0.618 115-244
1.000 115-160
1.618 115-024
2.618 114-124
4.250 113-085
Fisher Pivots for day following 04-Nov-2009
Pivot 1 day 3 day
R1 116-170 116-260
PP 116-160 116-220
S1 116-150 116-180

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

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