ECBOT 10 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 21-Oct-2009

Day Change Summary
	Previous	Current
	20-Oct-2009	21-Oct-2009	Change	Change %	Previous Week
Open	118-070	118-195	0-125	0.3%	118-070
High	118-270	118-235	-0-035	-0.1%	119-010
Low	118-025	117-285	-0-060	-0.2%	117-205
Close	118-205	118-005	-0-200	-0.5%	118-040
Range	0-245	0-270	0-025	10.2%	1-125
ATR	0-228	0-231	0-003	1.3%	0-000
Volume	585,808	755,302	169,494	28.9%	3,922,808

Daily Pivots for day following 21-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-238	120-072	118-154
R3	119-288	119-122	118-079
R2	119-018	119-018	118-054
R1	118-172	118-172	118-030	118-120
PP	118-068	118-068	118-068	118-042
S1	117-222	117-222	117-300	117-170
S2	117-118	117-118	117-276
S3	116-168	116-272	117-251
S4	115-218	116-002	117-176

Weekly Pivots for week ending 16-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	122-140	121-215	118-285
R3	121-015	120-090	118-162
R2	119-210	119-210	118-122
R1	118-285	118-285	118-081	118-185
PP	118-085	118-085	118-085	118-035
S1	117-160	117-160	117-319	117-060
S2	116-280	116-280	117-278
S3	115-155	116-035	117-238
S4	114-030	114-230	117-115

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-270	117-205	1-065	1.0%	0-215	0.6%	31%	False	False	815,206
10	119-240	117-205	2-035	1.8%	0-227	0.6%	18%	False	False	769,566
20	119-290	117-085	2-205	2.2%	0-215	0.6%	28%	False	False	808,077
40	119-290	116-030	3-260	3.2%	0-228	0.6%	50%	False	False	735,911
60	119-290	113-060	6-230	5.7%	0-252	0.7%	72%	False	False	495,714

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-040
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	122-102
2.618	120-302
1.618	120-032
1.000	119-185
0.618	119-082
HIGH	118-235
0.618	118-132
0.500	118-100
0.382	118-068
LOW	117-285
0.618	117-118
1.000	117-015
1.618	116-168
2.618	115-218
4.250	114-098

Fisher Pivots for day following 21-Oct-2009
Pivot	1 day	3 day
R1	118-100	118-108
PP	118-068	118-073
S1	118-037	118-039

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