ECBOT 10 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 31-Aug-2009
Day Change Summary
Previous Current
28-Aug-2009 31-Aug-2009 Change Change % Previous Week
Open 116-170 116-280 0-110 0.3% 115-240
High 116-280 117-095 0-135 0.4% 116-290
Low 116-030 116-215 0-185 0.5% 115-120
Close 116-230 117-070 0-160 0.4% 116-230
Range 0-250 0-200 -0-050 -20.0% 1-170
ATR 0-285 0-279 -0-006 -2.1% 0-000
Volume 583,143 452,038 -131,105 -22.5% 1,421,890
Daily Pivots for day following 31-Aug-2009
Classic Woodie Camarilla DeMark
R4 118-300 118-225 117-180
R3 118-100 118-025 117-125
R2 117-220 117-220 117-107
R1 117-145 117-145 117-088 117-182
PP 117-020 117-020 117-020 117-039
S1 116-265 116-265 117-052 116-302
S2 116-140 116-140 117-033
S3 115-260 116-065 117-015
S4 115-060 115-185 116-280
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 120-297 120-113 117-180
R3 119-127 118-263 117-045
R2 117-277 117-277 117-000
R1 117-093 117-093 116-275 117-185
PP 116-107 116-107 116-107 116-152
S1 115-243 115-243 116-185 116-015
S2 114-257 114-257 116-140
S3 113-087 114-073 116-095
S4 111-237 112-223 115-280
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-095 115-290 1-125 1.2% 0-206 0.5% 94% True False 357,091
10 117-095 115-120 1-295 1.6% 0-243 0.6% 96% True False 194,871
20 117-095 113-060 4-035 3.5% 0-276 0.7% 98% True False 98,517
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 0-076
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 119-305
2.618 118-299
1.618 118-099
1.000 117-295
0.618 117-219
HIGH 117-095
0.618 117-019
0.500 116-315
0.382 116-291
LOW 116-215
0.618 116-091
1.000 116-015
1.618 115-211
2.618 115-011
4.250 114-005
Fisher Pivots for day following 31-Aug-2009
Pivot 1 day 3 day
R1 117-045 117-014
PP 117-020 116-278
S1 116-315 116-222

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

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