ECBOT 10 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 29-Sep-2009
Day Change Summary
Previous Current
28-Sep-2009 29-Sep-2009 Change Change % Previous Week
Open 118-015 118-090 0-075 0.2% 116-280
High 118-100 118-115 0-015 0.0% 118-045
Low 117-275 117-255 -0-020 -0.1% 116-190
Close 118-060 118-095 0-035 0.1% 117-315
Range 0-145 0-180 0-035 24.1% 1-175
ATR 0-246 0-241 -0-005 -1.9% 0-000
Volume 749,418 466,912 -282,506 -37.7% 3,689,611
Daily Pivots for day following 29-Sep-2009
Classic Woodie Camarilla DeMark
R4 119-268 119-202 118-194
R3 119-088 119-022 118-144
R2 118-228 118-228 118-128
R1 118-162 118-162 118-112 118-195
PP 118-048 118-048 118-048 118-065
S1 117-302 117-302 118-078 118-015
S2 117-188 117-188 118-062
S3 117-008 117-122 118-046
S4 116-148 116-262 117-316
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 122-068 121-207 118-267
R3 120-213 120-032 118-131
R2 119-038 119-038 118-086
R1 118-177 118-177 118-040 118-268
PP 117-183 117-183 117-183 117-229
S1 117-002 117-002 117-270 117-092
S2 116-008 116-008 117-224
S3 114-153 115-147 117-179
S4 112-298 113-292 117-043
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-115 116-205 1-230 1.5% 0-203 0.5% 96% True False 717,255
10 118-115 116-190 1-245 1.5% 0-234 0.6% 96% True False 758,377
20 118-165 116-180 1-305 1.7% 0-237 0.6% 89% False False 726,301
40 118-165 113-060 5-105 4.5% 0-257 0.7% 96% False False 412,409
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-077
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-240
2.618 119-266
1.618 119-086
1.000 118-295
0.618 118-226
HIGH 118-115
0.618 118-046
0.500 118-025
0.382 118-004
LOW 117-255
0.618 117-144
1.000 117-075
1.618 116-284
2.618 116-104
4.250 115-130
Fisher Pivots for day following 29-Sep-2009
Pivot 1 day 3 day
R1 118-072 118-058
PP 118-048 118-020
S1 118-025 117-302

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
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.