ECBOT 10 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 09-Nov-2009
Day Change Summary
Previous Current
06-Nov-2009 09-Nov-2009 Change Change % Previous Week
Open 116-210 117-030 0-140 0.4% 117-050
High 117-080 117-090 0-010 0.0% 117-140
Low 116-200 116-280 0-080 0.2% 116-060
Close 117-010 117-040 0-030 0.1% 117-010
Range 0-200 0-130 -0-070 -35.0% 1-080
ATR 0-223 0-216 -0-007 -3.0% 0-000
Volume 5,585 1,605 -3,980 -71.3% 18,896
Daily Pivots for day following 09-Nov-2009
Classic Woodie Camarilla DeMark
R4 118-100 118-040 117-112
R3 117-290 117-230 117-076
R2 117-160 117-160 117-064
R1 117-100 117-100 117-052 117-130
PP 117-030 117-030 117-030 117-045
S1 116-290 116-290 117-028 117-000
S2 116-220 116-220 117-016
S3 116-090 116-160 117-004
S4 115-280 116-030 116-288
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 120-203 120-027 117-230
R3 119-123 118-267 117-120
R2 118-043 118-043 117-083
R1 117-187 117-187 117-047 117-075
PP 116-283 116-283 116-283 116-228
S1 116-107 116-107 116-293 115-315
S2 115-203 115-203 116-257
S3 114-123 115-027 116-220
S4 113-043 113-267 116-110
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% 0-188 0.5% 75% False False 2,075
10 117-140 115-240 1-220 1.4% 0-211 0.6% 81% False False 2,982
20 117-220 115-170 2-050 1.8% 0-208 0.6% 74% False False 1,654
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 0-044
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-002
2.618 118-110
1.618 117-300
1.000 117-220
0.618 117-170
HIGH 117-090
0.618 117-040
0.500 117-025
0.382 117-010
LOW 116-280
0.618 116-200
1.000 116-150
1.618 116-070
2.618 115-260
4.250 115-048
Fisher Pivots for day following 09-Nov-2009
Pivot 1 day 3 day
R1 117-035 117-008
PP 117-030 116-297
S1 117-025 116-265

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

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