ECBOT 10 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 18-Sep-2009

Day Change Summary
	Previous	Current
	17-Sep-2009	18-Sep-2009	Change	Change %	Previous Week
Open	116-285	117-130	0-165	0.4%	117-290
High	117-165	117-195	0-030	0.1%	118-045
Low	116-200	116-230	0-030	0.1%	116-200
Close	117-130	116-270	-0-180	-0.5%	116-270
Range	0-285	0-285	0-000	0.0%	1-165
ATR	0-267	0-269	0-001	0.5%	0-000
Volume	1,048,780	833,857	-214,923	-20.5%	4,066,701

Daily Pivots for day following 18-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-233	119-057	117-107
R3	118-268	118-092	117-028
R2	117-303	117-303	117-002
R1	117-127	117-127	116-296	117-072
PP	117-018	117-018	117-018	116-311
S1	116-162	116-162	116-244	116-108
S2	116-053	116-053	116-218
S3	115-088	115-197	116-192
S4	114-123	114-232	116-113

Weekly Pivots for week ending 18-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	121-240	120-260	117-217
R3	120-075	119-095	117-083
R2	118-230	118-230	117-039
R1	117-250	117-250	116-314	117-158
PP	117-065	117-065	117-065	117-019
S1	116-085	116-085	116-226	115-312
S2	115-220	115-220	116-181
S3	114-055	114-240	116-137
S4	112-210	113-075	116-003

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-045	116-200	1-165	1.3%	0-276	0.7%	14%	False	False	813,340
10	118-165	116-180	1-305	1.7%	0-263	0.7%	14%	False	False	751,772
20	118-165	115-120	3-045	2.7%	0-257	0.7%	47%	False	False	576,269
40	118-165	113-060	5-105	4.6%	0-271	0.7%	69%	False	False	289,860

Crabel Price Patterns
NR	False
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	0-073

Fibonacci Retracements and Extensions
4.250	121-126
2.618	119-301
1.618	119-016
1.000	118-160
0.618	118-051
HIGH	117-195
0.618	117-086
0.500	117-052
0.382	117-019
LOW	116-230
0.618	116-054
1.000	115-265
1.618	115-089
2.618	114-124
4.250	112-299

Fisher Pivots for day following 18-Sep-2009
Pivot	1 day	3 day
R1	117-052	117-058
PP	117-018	117-022
S1	116-304	116-306

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