ECBOT 10 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 11-Aug-2009

Day Change Summary
	Previous	Current
	10-Aug-2009	11-Aug-2009	Change	Change %	Previous Week
Open	113-110	113-270	0-160	0.4%	115-140
High	114-060	114-240	0-180	0.5%	115-160
Low	113-070	113-270	0-200	0.6%	113-060
Close	114-040	114-200	0-160	0.4%	113-130
Range	0-310	0-290	-0-020	-6.5%	2-100
ATR	0-314	0-312	-0-002	-0.5%	0-000
Volume	1,865	1,176	-689	-36.9%	7,779

Daily Pivots for day following 11-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	117-040	116-250	115-040
R3	116-070	115-280	114-280
R2	115-100	115-100	114-253
R1	114-310	114-310	114-227	115-045
PP	114-130	114-130	114-130	114-158
S1	114-020	114-020	114-173	114-075
S2	113-160	113-160	114-147
S3	112-190	113-050	114-120
S4	111-220	112-080	114-040

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	115-000	113-060	1-260	1.6%	0-298	0.8%	79%	False	False	1,861
10	115-310	113-060	2-250	2.4%	0-309	0.8%	52%	False	False	1,353
20	116-170	113-060	3-110	2.9%	0-299	0.8%	43%	False	False	1,045

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-059
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	118-192
2.618	117-039
1.618	116-069
1.000	115-210
0.618	115-099
HIGH	114-240
0.618	114-129
0.500	114-095
0.382	114-061
LOW	113-270
0.618	113-091
1.000	112-300
1.618	112-121
2.618	111-151
4.250	109-318

Fisher Pivots for day following 11-Aug-2009
Pivot	1 day	3 day
R1	114-165	114-130
PP	114-130	114-060
S1	114-095	113-310

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