ECBOT 10 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 05-Aug-2009

Day Change Summary
	Previous	Current
	04-Aug-2009	05-Aug-2009	Change	Change %	Previous Week
Open	114-200	114-100	-0-100	-0.3%	114-230
High	115-040	115-000	-0-040	-0.1%	115-310
Low	114-080	114-000	-0-080	-0.2%	114-030
Close	114-200	114-020	-0-180	-0.5%	115-270
Range	0-280	1-000	0-040	14.3%	1-280
ATR	0-318	0-318	0-000	0.0%	0-000
Volume	837	936	99	11.8%	3,295

Daily Pivots for day following 05-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	117-113	116-227	114-196
R3	116-113	115-227	114-108
R2	115-113	115-113	114-079
R1	114-227	114-227	114-049	114-170
PP	114-113	114-113	114-113	114-085
S1	113-227	113-227	113-311	113-170
S2	113-113	113-113	113-281
S3	112-113	112-227	113-252
S4	111-113	111-227	113-164

Weekly Pivots for week ending 31-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-297	120-083	116-280
R3	119-017	118-123	116-115
R2	117-057	117-057	116-060
R1	116-163	116-163	116-005	116-270
PP	115-097	115-097	115-097	115-150
S1	114-203	114-203	115-215	114-310
S2	113-137	113-137	115-160
S3	111-177	112-243	115-105
S4	109-217	110-283	114-260

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-310	114-000	1-310	1.7%	1-006	0.9%	3%	False	True	912
10	116-010	114-000	2-010	1.8%	0-305	0.8%	3%	False	True	612
20	117-190	114-000	3-190	3.2%	0-286	0.8%	2%	False	True	740

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-081
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-080
2.618	117-198
1.618	116-198
1.000	116-000
0.618	115-198
HIGH	115-000
0.618	114-198
0.500	114-160
0.382	114-122
LOW	114-000
0.618	113-122
1.000	113-000
1.618	112-122
2.618	111-122
4.250	109-240

Fisher Pivots for day following 05-Aug-2009
Pivot	1 day	3 day
R1	114-160	114-240
PP	114-113	114-167
S1	114-067	114-093

Download as Excel Spreadsheet

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

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