ECBOT 10 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 30-Sep-2009
Day Change Summary
Previous Current
29-Sep-2009 30-Sep-2009 Change Change % Previous Week
Open 118-090 118-105 0-015 0.0% 116-280
High 118-115 118-165 0-050 0.1% 118-045
Low 117-255 118-020 0-085 0.2% 116-190
Close 118-095 118-105 0-010 0.0% 117-315
Range 0-180 0-145 -0-035 -19.4% 1-175
ATR 0-241 0-234 -0-007 -2.8% 0-000
Volume 466,912 773,701 306,789 65.7% 3,689,611
Daily Pivots for day following 30-Sep-2009
Classic Woodie Camarilla DeMark
R4 119-212 119-143 118-185
R3 119-067 118-318 118-145
R2 118-242 118-242 118-132
R1 118-173 118-173 118-118 118-178
PP 118-097 118-097 118-097 118-099
S1 118-028 118-028 118-092 118-032
S2 117-272 117-272 118-078
S3 117-127 117-203 118-065
S4 116-302 117-058 118-025
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
5 118-165 117-085 1-080 1.1% 0-176 0.5% 85% True False 738,433
10 118-165 116-190 1-295 1.6% 0-214 0.6% 90% True False 756,227
20 118-165 116-180 1-305 1.7% 0-229 0.6% 90% True False 738,495
40 118-165 113-060 5-105 4.5% 0-253 0.7% 96% True False 431,731
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-066
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-141
2.618 119-225
1.618 119-080
1.000 118-310
0.618 118-255
HIGH 118-165
0.618 118-110
0.500 118-092
0.382 118-075
LOW 118-020
0.618 117-250
1.000 117-195
1.618 117-105
2.618 116-280
4.250 116-044
Fisher Pivots for day following 30-Sep-2009
Pivot 1 day 3 day
R1 118-101 118-087
PP 118-097 118-068
S1 118-092 118-050

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

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