ECBOT 10 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 21-Sep-2009

Day Change Summary
	Previous	Current
	18-Sep-2009	21-Sep-2009	Change	Change %	Previous Week
Open	117-130	116-280	-0-170	-0.5%	117-290
High	117-195	117-130	-0-065	-0.2%	118-045
Low	116-230	116-240	0-010	0.0%	116-200
Close	116-270	116-260	-0-010	0.0%	116-270
Range	0-285	0-210	-0-075	-26.3%	1-165
ATR	0-269	0-265	-0-004	-1.6%	0-000
Volume	833,857	653,200	-180,657	-21.7%	4,066,701

Daily Pivots for day following 21-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-307	118-173	117-056
R3	118-097	117-283	116-318
R2	117-207	117-207	116-298
R1	117-073	117-073	116-279	117-035
PP	116-317	116-317	116-317	116-298
S1	116-183	116-183	116-241	116-145
S2	116-107	116-107	116-222
S3	115-217	115-293	116-202
S4	115-007	115-083	116-144

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	117-235	116-200	1-035	0.9%	0-269	0.7%	17%	False	False	780,217
10	118-165	116-180	1-305	1.7%	0-259	0.7%	13%	False	False	758,190
20	118-165	115-120	3-045	2.7%	0-242	0.6%	46%	False	False	607,360
40	118-165	113-060	5-105	4.6%	0-273	0.7%	68%	False	False	306,190

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-074
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	120-062
2.618	119-040
1.618	118-150
1.000	118-020
0.618	117-260
HIGH	117-130
0.618	117-050
0.500	117-025
0.382	117-000
LOW	116-240
0.618	116-110
1.000	116-030
1.618	115-220
2.618	115-010
4.250	113-308

Fisher Pivots for day following 21-Sep-2009
Pivot	1 day	3 day
R1	117-025	117-038
PP	116-317	117-005
S1	116-288	116-292

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