ECBOT 10 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 24-Nov-2009
Day Change Summary
Previous Current
23-Nov-2009 24-Nov-2009 Change Change % Previous Week
Open 118-070 118-120 0-050 0.1% 117-170
High 118-120 118-300 0-180 0.5% 118-220
Low 117-270 118-100 0-150 0.4% 117-170
Close 118-100 118-260 0-160 0.4% 118-090
Range 0-170 0-200 0-030 17.6% 1-050
ATR 0-194 0-194 0-000 0.2% 0-000
Volume 124,337 245,756 121,419 97.7% 135,463
Daily Pivots for day following 24-Nov-2009
Classic Woodie Camarilla DeMark
R4 120-180 120-100 119-050
R3 119-300 119-220 118-315
R2 119-100 119-100 118-297
R1 119-020 119-020 118-278 119-060
PP 118-220 118-220 118-220 118-240
S1 118-140 118-140 118-242 118-180
S2 118-020 118-020 118-223
S3 117-140 117-260 118-205
S4 116-260 117-060 118-150
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 121-203 121-037 118-294
R3 120-153 119-307 118-192
R2 119-103 119-103 118-158
R1 118-257 118-257 118-124 119-020
PP 118-053 118-053 118-053 118-095
S1 117-207 117-207 118-056 117-290
S2 117-003 117-003 118-022
S3 115-273 116-157 117-308
S4 114-223 115-107 117-206
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-300 117-270 1-030 0.9% 0-168 0.4% 89% True False 96,443
10 118-300 116-280 2-020 1.7% 0-180 0.5% 94% True False 53,317
20 118-300 116-040 2-260 2.4% 0-190 0.5% 96% True False 28,585
40 118-300 115-170 3-130 2.9% 0-199 0.5% 96% True False 14,788
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-040
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 121-190
2.618 120-184
1.618 119-304
1.000 119-180
0.618 119-104
HIGH 118-300
0.618 118-224
0.500 118-200
0.382 118-176
LOW 118-100
0.618 117-296
1.000 117-220
1.618 117-096
2.618 116-216
4.250 115-210
Fisher Pivots for day following 24-Nov-2009
Pivot 1 day 3 day
R1 118-240 118-215
PP 118-220 118-170
S1 118-200 118-125

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

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