ECBOT 10 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 05-Nov-2009
Day Change Summary
Previous Current
04-Nov-2009 05-Nov-2009 Change Change % Previous Week
Open 116-270 116-180 -0-090 -0.2% 116-080
High 116-280 116-250 -0-030 -0.1% 117-100
Low 116-060 116-120 0-060 0.2% 115-170
Close 116-140 116-220 0-080 0.2% 117-080
Range 0-220 0-130 -0-090 -40.9% 1-250
ATR 0-232 0-224 -0-007 -3.1% 0-000
Volume 931 1,447 516 55.4% 10,083
Daily Pivots for day following 05-Nov-2009
Classic Woodie Camarilla DeMark
R4 117-267 117-213 116-292
R3 117-137 117-083 116-256
R2 117-007 117-007 116-244
R1 116-273 116-273 116-232 116-300
PP 116-197 116-197 116-197 116-210
S1 116-143 116-143 116-208 116-170
S2 116-067 116-067 116-196
S3 115-257 116-013 116-184
S4 115-127 115-203 116-148
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
5 117-140 116-060 1-080 1.1% 0-206 0.6% 40% False False 3,450
10 117-140 115-170 1-290 1.6% 0-236 0.6% 61% False False 2,340
20 117-280 115-170 2-110 2.0% 0-220 0.6% 49% False False 1,365
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-065
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 118-162
2.618 117-270
1.618 117-140
1.000 117-060
0.618 117-010
HIGH 116-250
0.618 116-200
0.500 116-185
0.382 116-170
LOW 116-120
0.618 116-040
1.000 115-310
1.618 115-230
2.618 115-100
4.250 114-208
Fisher Pivots for day following 05-Nov-2009
Pivot 1 day 3 day
R1 116-208 116-260
PP 116-197 116-247
S1 116-185 116-233

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

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