ECBOT 10 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 26-Aug-2009
Day Change Summary
Previous Current
25-Aug-2009 26-Aug-2009 Change Change % Previous Week
Open 116-060 116-160 0-100 0.3% 116-030
High 116-170 116-240 0-070 0.2% 117-040
Low 115-290 116-110 0-140 0.4% 115-180
Close 116-140 116-200 0-060 0.2% 115-220
Range 0-200 0-130 -0-070 -35.0% 1-180
ATR 0-302 0-290 -0-012 -4.1% 0-000
Volume 118,129 219,364 101,235 85.7% 77,858
Daily Pivots for day following 26-Aug-2009
Classic Woodie Camarilla DeMark
R4 117-253 117-197 116-272
R3 117-123 117-067 116-236
R2 116-313 116-313 116-224
R1 116-257 116-257 116-212 116-285
PP 116-183 116-183 116-183 116-198
S1 116-127 116-127 116-188 116-155
S2 116-053 116-053 116-176
S3 115-243 115-317 116-164
S4 115-113 115-187 116-128
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 120-260 119-260 116-175
R3 119-080 118-080 116-038
R2 117-220 117-220 115-312
R1 116-220 116-220 115-266 116-130
PP 116-040 116-040 116-040 115-315
S1 115-040 115-040 115-174 114-270
S2 114-180 114-180 115-128
S3 113-000 113-180 115-082
S4 111-140 112-000 114-265
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-040 115-120 1-240 1.5% 0-260 0.7% 71% False False 97,051
10 117-040 114-070 2-290 2.5% 0-269 0.7% 83% False False 50,888
20 117-040 113-060 3-300 3.4% 0-292 0.8% 87% False False 26,258
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-069
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 118-152
2.618 117-260
1.618 117-130
1.000 117-050
0.618 117-000
HIGH 116-240
0.618 116-190
0.500 116-175
0.382 116-160
LOW 116-110
0.618 116-030
1.000 115-300
1.618 115-220
2.618 115-090
4.250 114-198
Fisher Pivots for day following 26-Aug-2009
Pivot 1 day 3 day
R1 116-192 116-140
PP 116-183 116-080
S1 116-175 116-020

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

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