ECBOT 10 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 03-Sep-2009
Day Change Summary
Previous Current
02-Sep-2009 03-Sep-2009 Change Change % Previous Week
Open 117-190 118-000 0-130 0.3% 115-240
High 118-045 118-010 -0-035 -0.1% 116-290
Low 117-135 117-180 0-045 0.1% 115-120
Close 118-015 117-240 -0-095 -0.3% 116-230
Range 0-230 0-150 -0-080 -34.8% 1-170
ATR 0-278 0-269 -0-009 -3.2% 0-000
Volume 878,850 693,699 -185,151 -21.1% 1,421,890
Daily Pivots for day following 03-Sep-2009
Classic Woodie Camarilla DeMark
R4 119-060 118-300 118-002
R3 118-230 118-150 117-281
R2 118-080 118-080 117-268
R1 118-000 118-000 117-254 117-285
PP 117-250 117-250 117-250 117-232
S1 117-170 117-170 117-226 117-135
S2 117-100 117-100 117-212
S3 116-270 117-020 117-199
S4 116-120 116-190 117-158
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
5 118-045 116-030 2-015 1.7% 0-229 0.6% 81% False False 627,508
10 118-045 115-120 2-245 2.3% 0-250 0.7% 86% False False 400,766
20 118-045 113-060 4-305 4.2% 0-271 0.7% 92% False False 203,503
40 118-045 113-060 4-305 4.2% 0-277 0.7% 92% False False 102,136
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-082
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 120-008
2.618 119-083
1.618 118-253
1.000 118-160
0.618 118-103
HIGH 118-010
0.618 117-273
0.500 117-255
0.382 117-237
LOW 117-180
0.618 117-087
1.000 117-030
1.618 116-257
2.618 116-107
4.250 115-182
Fisher Pivots for day following 03-Sep-2009
Pivot 1 day 3 day
R1 117-255 117-209
PP 117-250 117-178
S1 117-245 117-148

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

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