ECBOT 10 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 19-Nov-2009
Day Change Summary
Previous Current
18-Nov-2009 19-Nov-2009 Change Change % Previous Week
Open 118-110 118-050 -0-060 -0.2% 117-030
High 118-150 118-180 0-030 0.1% 117-230
Low 118-010 118-020 0-010 0.0% 116-280
Close 118-030 118-100 0-070 0.2% 117-180
Range 0-140 0-160 0-020 14.3% 0-270
ATR 0-201 0-198 -0-003 -1.4% 0-000
Volume 30,700 35,514 4,814 15.7% 38,401
Daily Pivots for day following 19-Nov-2009
Classic Woodie Camarilla DeMark
R4 119-260 119-180 118-188
R3 119-100 119-020 118-144
R2 118-260 118-260 118-129
R1 118-180 118-180 118-115 118-220
PP 118-100 118-100 118-100 118-120
S1 118-020 118-020 118-085 118-060
S2 117-260 117-260 118-071
S3 117-100 117-180 118-056
S4 116-260 117-020 118-012
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
5 118-180 117-120 1-060 1.0% 0-164 0.4% 79% True False 19,833
10 118-180 116-200 1-300 1.6% 0-174 0.5% 87% True False 13,354
20 118-180 115-170 3-010 2.6% 0-205 0.5% 92% True False 7,847
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-034
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-220
2.618 119-279
1.618 119-119
1.000 119-020
0.618 118-279
HIGH 118-180
0.618 118-119
0.500 118-100
0.382 118-081
LOW 118-020
0.618 117-241
1.000 117-180
1.618 117-081
2.618 116-241
4.250 115-300
Fisher Pivots for day following 19-Nov-2009
Pivot 1 day 3 day
R1 118-100 118-095
PP 118-100 118-090
S1 118-100 118-085

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

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