ECBOT 10 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 30-Jul-2009
Day Change Summary
Previous Current
29-Jul-2009 30-Jul-2009 Change Change % Previous Week
Open 114-260 114-180 -0-080 -0.2% 114-250
High 115-000 114-310 -0-010 0.0% 116-170
Low 114-030 114-040 0-010 0.0% 114-160
Close 114-180 114-250 0-070 0.2% 114-300
Range 0-290 0-270 -0-020 -6.9% 2-010
ATR 0-305 0-303 -0-003 -0.8% 0-000
Volume 597 530 -67 -11.2% 3,956
Daily Pivots for day following 30-Jul-2009
Classic Woodie Camarilla DeMark
R4 117-050 116-260 115-078
R3 116-100 115-310 115-004
R2 115-150 115-150 114-300
R1 115-040 115-040 114-275 115-095
PP 114-200 114-200 114-200 114-228
S1 114-090 114-090 114-225 114-145
S2 113-250 113-250 114-200
S3 112-300 113-140 114-176
S4 112-030 112-190 114-102
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 121-133 120-067 116-018
R3 119-123 118-057 115-159
R2 117-113 117-113 115-099
R1 116-047 116-047 115-040 116-240
PP 115-103 115-103 115-103 115-200
S1 114-037 114-037 114-240 114-230
S2 113-093 113-093 114-181
S3 111-083 112-027 114-121
S4 109-073 110-017 113-262
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-080 114-030 1-050 1.0% 0-244 0.7% 59% False False 345
10 116-170 114-030 2-140 2.1% 0-302 0.8% 28% False False 575
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-095
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 118-178
2.618 117-057
1.618 116-107
1.000 115-260
0.618 115-157
HIGH 114-310
0.618 114-207
0.500 114-175
0.382 114-143
LOW 114-040
0.618 113-193
1.000 113-090
1.618 112-243
2.618 111-293
4.250 110-172
Fisher Pivots for day following 30-Jul-2009
Pivot 1 day 3 day
R1 114-225 114-238
PP 114-200 114-227
S1 114-175 114-215

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

View Archives - Comment on this page... - Back to Index of Symbols