ECBOT 10 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 18-Nov-2009
Day Change Summary
Previous Current
17-Nov-2009 18-Nov-2009 Change Change % Previous Week
Open 118-060 118-110 0-050 0.1% 117-030
High 118-160 118-150 -0-010 0.0% 117-230
Low 117-310 118-010 0-020 0.1% 116-280
Close 118-130 118-030 -0-100 -0.3% 117-180
Range 0-170 0-140 -0-030 -17.6% 0-270
ATR 0-205 0-201 -0-005 -2.3% 0-000
Volume 17,068 30,700 13,632 79.9% 38,401
Daily Pivots for day following 18-Nov-2009
Classic Woodie Camarilla DeMark
R4 119-163 119-077 118-107
R3 119-023 118-257 118-068
R2 118-203 118-203 118-056
R1 118-117 118-117 118-043 118-090
PP 118-063 118-063 118-063 118-050
S1 117-297 117-297 118-017 117-270
S2 117-243 117-243 118-004
S3 117-103 117-157 117-312
S4 116-283 117-017 117-273
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% 0-182 0.5% 75% False False 12,935
10 118-160 116-120 2-040 1.8% 0-171 0.5% 81% False False 9,947
20 118-160 115-170 2-310 2.5% 0-204 0.5% 86% False False 6,076
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-037
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-105
2.618 119-197
1.618 119-057
1.000 118-290
0.618 118-237
HIGH 118-150
0.618 118-097
0.500 118-080
0.382 118-063
LOW 118-010
0.618 117-243
1.000 117-190
1.618 117-103
2.618 116-283
4.250 116-055
Fisher Pivots for day following 18-Nov-2009
Pivot 1 day 3 day
R1 118-080 118-022
PP 118-063 118-013
S1 118-047 118-005

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

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