ECBOT 10 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 24-Sep-2009

Day Change Summary
	Previous	Current
	23-Sep-2009	24-Sep-2009	Change	Change %	Previous Week
Open	117-030	117-125	0-095	0.3%	117-290
High	117-165	117-300	0-135	0.4%	118-045
Low	116-205	117-085	0-200	0.5%	116-200
Close	117-140	117-225	0-085	0.2%	116-270
Range	0-280	0-215	-0-065	-23.2%	1-165
ATR	0-261	0-258	-0-003	-1.3%	0-000
Volume	667,814	853,440	185,626	27.8%	4,066,701

Daily Pivots for day following 24-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-208	119-112	118-023
R3	118-313	118-217	117-284
R2	118-098	118-098	117-264
R1	118-002	118-002	117-245	118-050
PP	117-203	117-203	117-203	117-228
S1	117-107	117-107	117-205	117-155
S2	116-308	116-308	117-186
S3	116-093	116-212	117-166
S4	115-198	115-317	117-107

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	117-300	116-190	1-110	1.1%	0-237	0.6%	83%	True	False	734,954
10	118-165	116-190	1-295	1.6%	0-254	0.7%	58%	False	False	772,558
20	118-165	116-030	2-135	2.1%	0-246	0.7%	66%	False	False	695,448
40	118-165	113-060	5-105	4.5%	0-269	0.7%	85%	False	False	360,853

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	True
Bear Hook	False
Bull Hook	False
Stretch	0-080
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-254
2.618	119-223
1.618	119-008
1.000	118-195
0.618	118-113
HIGH	117-300
0.618	117-218
0.500	117-192
0.382	117-167
LOW	117-085
0.618	116-272
1.000	116-190
1.618	116-057
2.618	115-162
4.250	114-131

Fisher Pivots for day following 24-Sep-2009
Pivot	1 day	3 day
R1	117-214	117-178
PP	117-203	117-132
S1	117-192	117-085

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