ECBOT 10 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 12-Aug-2009
Day Change Summary
Previous Current
11-Aug-2009 12-Aug-2009 Change Change % Previous Week
Open 113-270 114-240 0-290 0.8% 115-140
High 114-240 115-040 0-120 0.3% 115-160
Low 113-270 114-000 0-050 0.1% 113-060
Close 114-200 114-230 0-030 0.1% 113-130
Range 0-290 1-040 0-070 24.1% 2-100
ATR 0-312 0-316 0-003 1.1% 0-000
Volume 1,176 3,358 2,182 185.5% 7,779
Daily Pivots for day following 12-Aug-2009
Classic Woodie Camarilla DeMark
R4 117-317 117-153 115-108
R3 116-277 116-113 115-009
R2 115-237 115-237 114-296
R1 115-073 115-073 114-263 114-295
PP 114-197 114-197 114-197 114-148
S1 114-033 114-033 114-197 113-255
S2 113-157 113-157 114-164
S3 112-117 112-313 114-131
S4 111-077 111-273 114-032
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
5 115-040 113-060 1-300 1.7% 0-306 0.8% 79% True False 2,346
10 115-310 113-060 2-250 2.4% 0-316 0.9% 55% False False 1,629
20 116-170 113-060 3-110 2.9% 0-306 0.8% 46% False False 1,076
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 0-065
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 119-290
2.618 118-022
1.618 116-302
1.000 116-080
0.618 115-262
HIGH 115-040
0.618 114-222
0.500 114-180
0.382 114-138
LOW 114-000
0.618 113-098
1.000 112-280
1.618 112-058
2.618 111-018
4.250 109-070
Fisher Pivots for day following 12-Aug-2009
Pivot 1 day 3 day
R1 114-213 114-172
PP 114-197 114-113
S1 114-180 114-055

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

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