ECBOT 10 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 12-Nov-2009
Day Change Summary
Previous Current
11-Nov-2009 12-Nov-2009 Change Change % Previous Week
Open 117-070 117-170 0-100 0.3% 117-050
High 117-230 117-210 -0-020 -0.1% 117-140
Low 117-040 116-280 -0-080 -0.2% 116-060
Close 117-210 117-170 -0-040 -0.1% 117-010
Range 0-190 0-250 0-060 31.6% 1-080
ATR 0-210 0-213 0-003 1.4% 0-000
Volume 16,980 1,023 -15,957 -94.0% 18,896
Daily Pivots for day following 12-Nov-2009
Classic Woodie Camarilla DeMark
R4 119-223 119-127 117-308
R3 118-293 118-197 117-239
R2 118-043 118-043 117-216
R1 117-267 117-267 117-193 117-295
PP 117-113 117-113 117-113 117-128
S1 117-017 117-017 117-147 117-045
S2 116-183 116-183 117-124
S3 115-253 116-087 117-101
S4 115-003 115-157 117-032
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
5 117-230 116-200 1-030 0.9% 0-184 0.5% 83% False False 6,874
10 117-230 116-060 1-170 1.3% 0-195 0.5% 88% False False 5,162
20 117-230 115-170 2-060 1.9% 0-210 0.6% 91% False False 2,958
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-037
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 120-312
2.618 119-224
1.618 118-294
1.000 118-140
0.618 118-044
HIGH 117-210
0.618 117-114
0.500 117-085
0.382 117-056
LOW 116-280
0.618 116-126
1.000 116-030
1.618 115-196
2.618 114-266
4.250 113-178
Fisher Pivots for day following 12-Nov-2009
Pivot 1 day 3 day
R1 117-142 117-145
PP 117-113 117-120
S1 117-085 117-095

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

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