ECBOT 10 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 07-Aug-2009

Day Change Summary
	Previous	Current
	06-Aug-2009	07-Aug-2009	Change	Change %	Previous Week
Open	113-300	114-080	0-100	0.3%	115-140
High	114-160	114-120	-0-040	-0.1%	115-160
Low	113-290	113-060	-0-230	-0.6%	113-060
Close	114-100	113-130	-0-290	-0.8%	113-130
Range	0-190	1-060	0-190	100.0%	2-100
ATR	0-309	0-314	0-005	1.6%	0-000
Volume	870	4,462	3,592	412.9%	7,779

Daily Pivots for day following 07-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	117-070	116-160	114-019
R3	116-010	115-100	113-234
R2	114-270	114-270	113-200
R1	114-040	114-040	113-165	113-285
PP	113-210	113-210	113-210	113-172
S1	112-300	112-300	113-095	112-225
S2	112-150	112-150	113-060
S3	111-090	111-240	113-026
S4	110-030	110-180	112-241

Weekly Pivots for week ending 07-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-310	119-160	114-217
R3	118-210	117-060	114-014
R2	116-110	116-110	113-266
R1	114-280	114-280	113-198	114-145
PP	114-010	114-010	114-010	113-262
S1	112-180	112-180	113-062	112-045
S2	111-230	111-230	112-314
S3	109-130	110-080	112-246
S4	107-030	107-300	112-043

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-160	113-060	2-100	2.0%	0-304	0.8%	9%	False	True	1,555
10	115-310	113-060	2-250	2.5%	0-302	0.8%	8%	False	True	1,107
20	117-170	113-060	4-110	3.8%	0-292	0.8%	5%	False	True	990

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	0-076
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	119-135
2.618	117-155
1.618	116-095
1.000	115-180
0.618	115-035
HIGH	114-120
0.618	113-295
0.500	113-250
0.382	113-205
LOW	113-060
0.618	112-145
1.000	112-000
1.618	111-085
2.618	110-025
4.250	108-045

Fisher Pivots for day following 07-Aug-2009
Pivot	1 day	3 day
R1	113-250	114-030
PP	113-210	113-277
S1	113-170	113-203

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