ECBOT 10 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 26-Nov-2009
Day Change Summary
Previous Current
25-Nov-2009 26-Nov-2009 Change Change % Previous Week
Open 118-290 119-090 0-120 0.3% 117-170
High 119-110 120-000 0-210 0.5% 118-220
Low 118-200 119-080 0-200 0.5% 117-170
Close 119-070 119-290 0-220 0.6% 118-090
Range 0-230 0-240 0-010 4.3% 1-050
ATR 0-197 0-201 0-004 1.9% 0-000
Volume 463,857 463,857 0 0.0% 135,463
Daily Pivots for day following 26-Nov-2009
Classic Woodie Camarilla DeMark
R4 121-310 121-220 120-102
R3 121-070 120-300 120-036
R2 120-150 120-150 120-014
R1 120-060 120-060 119-312 120-105
PP 119-230 119-230 119-230 119-252
S1 119-140 119-140 119-268 119-185
S2 118-310 118-310 119-246
S3 118-070 118-220 119-224
S4 117-150 117-300 119-158
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
5 120-000 117-270 2-050 1.8% 0-202 0.5% 96% True False 268,743
10 120-000 117-120 2-200 2.2% 0-183 0.5% 96% True False 144,288
20 120-000 116-060 3-260 3.2% 0-189 0.5% 98% True False 74,725
40 120-000 115-170 4-150 3.7% 0-199 0.5% 98% True False 37,969
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 0-043
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 123-060
2.618 121-308
1.618 121-068
1.000 120-240
0.618 120-148
HIGH 120-000
0.618 119-228
0.500 119-200
0.382 119-172
LOW 119-080
0.618 118-252
1.000 118-160
1.618 118-012
2.618 117-092
4.250 116-020
Fisher Pivots for day following 26-Nov-2009
Pivot 1 day 3 day
R1 119-260 119-210
PP 119-230 119-130
S1 119-200 119-050

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

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