ECBOT 10 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 17-Sep-2009

Day Change Summary
	Previous	Current
	16-Sep-2009	17-Sep-2009	Change	Change %	Previous Week
Open	117-065	116-285	-0-100	-0.3%	117-015
High	117-235	117-165	-0-070	-0.2%	118-165
Low	116-210	116-200	-0-010	0.0%	116-180
Close	116-285	117-130	0-165	0.4%	117-315
Range	1-025	0-285	-0-060	-17.4%	1-305
ATR	0-266	0-267	0-001	0.5%	0-000
Volume	795,196	1,048,780	253,584	31.9%	2,862,002

Daily Pivots for day following 17-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-273	119-167	117-287
R3	118-308	118-202	117-208
R2	118-023	118-023	117-182
R1	117-237	117-237	117-156	117-290
PP	117-058	117-058	117-058	117-085
S1	116-272	116-272	117-104	117-005
S2	116-093	116-093	117-078
S3	115-128	115-307	117-052
S4	114-163	115-022	116-293

Weekly Pivots for week ending 11-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	123-175	122-230	119-019
R3	121-190	120-245	118-167
R2	119-205	119-205	118-110
R1	118-260	118-260	118-052	119-072
PP	117-220	117-220	117-220	117-286
S1	116-275	116-275	117-258	117-088
S2	115-235	115-235	117-200
S3	113-250	114-290	117-143
S4	111-265	112-305	116-291

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-165	116-200	1-285	1.6%	0-271	0.7%	41%	False	True	810,163
10	118-165	116-180	1-305	1.7%	0-250	0.7%	43%	False	False	737,756
20	118-165	115-120	3-045	2.7%	0-252	0.7%	65%	False	False	535,972
40	118-165	113-060	5-105	4.5%	0-275	0.7%	79%	False	False	269,023

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	0-068
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-096
2.618	119-271
1.618	118-306
1.000	118-130
0.618	118-021
HIGH	117-165
0.618	117-056
0.500	117-022
0.382	116-309
LOW	116-200
0.618	116-024
1.000	115-235
1.618	115-059
2.618	114-094
4.250	112-269

Fisher Pivots for day following 17-Sep-2009
Pivot	1 day	3 day
R1	117-094	117-106
PP	117-058	117-082
S1	117-022	117-058

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