ECBOT 10 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 16-Nov-2009
Day Change Summary
Previous Current
13-Nov-2009 16-Nov-2009 Change Change % Previous Week
Open 117-160 117-170 0-010 0.0% 117-030
High 117-210 118-110 0-220 0.6% 117-230
Low 117-120 117-170 0-050 0.1% 116-280
Close 117-180 118-110 0-250 0.7% 117-180
Range 0-090 0-260 0-170 188.9% 0-270
ATR 0-204 0-208 0-004 2.0% 0-000
Volume 9,615 6,272 -3,343 -34.8% 38,401
Daily Pivots for day following 16-Nov-2009
Classic Woodie Camarilla DeMark
R4 120-163 120-077 118-253
R3 119-223 119-137 118-182
R2 118-283 118-283 118-158
R1 118-197 118-197 118-134 118-240
PP 118-023 118-023 118-023 118-045
S1 117-257 117-257 118-086 117-300
S2 117-083 117-083 118-062
S3 116-143 116-317 118-038
S4 115-203 116-057 117-287
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 119-293 119-187 118-008
R3 119-023 118-237 117-254
R2 118-073 118-073 117-230
R1 117-287 117-287 117-205 118-020
PP 117-123 117-123 117-123 117-150
S1 117-017 117-017 117-155 117-070
S2 116-173 116-173 117-130
S3 115-223 116-067 117-106
S4 114-273 115-117 117-032
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-110 116-280 1-150 1.2% 0-188 0.5% 100% True False 8,613
10 118-110 116-060 2-050 1.8% 0-188 0.5% 100% True False 5,344
20 118-110 115-170 2-260 2.4% 0-213 0.6% 100% True False 3,719
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 0-035
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 121-255
2.618 120-151
1.618 119-211
1.000 119-050
0.618 118-271
HIGH 118-110
0.618 118-011
0.500 117-300
0.382 117-269
LOW 117-170
0.618 117-009
1.000 116-230
1.618 116-069
2.618 115-129
4.250 114-025
Fisher Pivots for day following 16-Nov-2009
Pivot 1 day 3 day
R1 118-067 118-032
PP 118-023 117-273
S1 117-300 117-195

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

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