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

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

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