ECBOT 10 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 23-Sep-2009
Day Change Summary
Previous Current
22-Sep-2009 23-Sep-2009 Change Change % Previous Week
Open 116-275 117-030 0-075 0.2% 117-290
High 117-065 117-165 0-100 0.3% 118-045
Low 116-190 116-205 0-015 0.0% 116-200
Close 117-010 117-140 0-130 0.3% 116-270
Range 0-195 0-280 0-085 43.6% 1-165
ATR 0-260 0-261 0-001 0.6% 0-000
Volume 666,462 667,814 1,352 0.2% 4,066,701
Daily Pivots for day following 23-Sep-2009
Classic Woodie Camarilla DeMark
R4 119-263 119-162 117-294
R3 118-303 118-202 117-217
R2 118-023 118-023 117-191
R1 117-242 117-242 117-166 117-292
PP 117-063 117-063 117-063 117-089
S1 116-282 116-282 117-114 117-012
S2 116-103 116-103 117-089
S3 115-143 116-002 117-063
S4 114-183 115-042 116-306
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
5 117-195 116-190 1-005 0.9% 0-251 0.7% 83% False False 774,022
10 118-165 116-190 1-295 1.6% 0-271 0.7% 44% False False 756,864
20 118-165 116-030 2-135 2.1% 0-242 0.6% 55% False False 663,744
40 118-165 113-060 5-105 4.5% 0-271 0.7% 80% False False 339,532
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-082
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-075
2.618 119-258
1.618 118-298
1.000 118-125
0.618 118-018
HIGH 117-165
0.618 117-058
0.500 117-025
0.382 116-312
LOW 116-205
0.618 116-032
1.000 115-245
1.618 115-072
2.618 114-112
4.250 112-295
Fisher Pivots for day following 23-Sep-2009
Pivot 1 day 3 day
R1 117-102 117-099
PP 117-063 117-058
S1 117-025 117-018

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

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