ECBOT 10 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 17-Nov-2009
Day Change Summary
Previous Current
16-Nov-2009 17-Nov-2009 Change Change % Previous Week
Open 117-170 118-060 0-210 0.6% 117-030
High 118-110 118-160 0-050 0.1% 117-230
Low 117-170 117-310 0-140 0.4% 116-280
Close 118-110 118-130 0-020 0.1% 117-180
Range 0-260 0-170 -0-090 -34.6% 0-270
ATR 0-208 0-205 -0-003 -1.3% 0-000
Volume 6,272 17,068 10,796 172.1% 38,401
Daily Pivots for day following 17-Nov-2009
Classic Woodie Camarilla DeMark
R4 119-283 119-217 118-224
R3 119-113 119-047 118-177
R2 118-263 118-263 118-161
R1 118-197 118-197 118-146 118-230
PP 118-093 118-093 118-093 118-110
S1 118-027 118-027 118-114 118-060
S2 117-243 117-243 118-099
S3 117-073 117-177 118-083
S4 116-223 117-007 118-036
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
5 118-160 116-280 1-200 1.4% 0-192 0.5% 94% True False 10,191
10 118-160 116-060 2-100 2.0% 0-179 0.5% 96% True False 6,970
20 118-160 115-170 2-310 2.5% 0-210 0.6% 97% True False 4,543
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 0-034
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-242
2.618 119-285
1.618 119-115
1.000 119-010
0.618 118-265
HIGH 118-160
0.618 118-095
0.500 118-075
0.382 118-055
LOW 117-310
0.618 117-205
1.000 117-140
1.618 117-035
2.618 116-185
4.250 115-228
Fisher Pivots for day following 17-Nov-2009
Pivot 1 day 3 day
R1 118-112 118-080
PP 118-093 118-030
S1 118-075 117-300

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

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