ECBOT 10 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 22-Oct-2009
Day Change Summary
Previous Current
21-Oct-2009 22-Oct-2009 Change Change % Previous Week
Open 118-195 118-065 -0-130 -0.3% 118-070
High 118-235 118-090 -0-145 -0.4% 119-010
Low 117-285 117-225 -0-060 -0.2% 117-205
Close 118-005 117-310 -0-015 0.0% 118-040
Range 0-270 0-185 -0-085 -31.5% 1-125
ATR 0-231 0-228 -0-003 -1.4% 0-000
Volume 755,302 929,559 174,257 23.1% 3,922,808
Daily Pivots for day following 22-Oct-2009
Classic Woodie Camarilla DeMark
R4 119-230 119-135 118-092
R3 119-045 118-270 118-041
R2 118-180 118-180 118-024
R1 118-085 118-085 118-007 118-040
PP 117-315 117-315 117-315 117-292
S1 117-220 117-220 117-293 117-175
S2 117-130 117-130 117-276
S3 116-265 117-035 117-259
S4 116-080 116-170 117-208
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% 0-212 0.6% 27% False False 800,612
10 119-085 117-205 1-200 1.4% 0-224 0.6% 20% False False 781,816
20 119-290 117-170 2-120 2.0% 0-214 0.6% 18% False False 811,883
40 119-290 116-030 3-260 3.2% 0-230 0.6% 49% False False 753,666
60 119-290 113-060 6-230 5.7% 0-251 0.7% 71% False False 511,196
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 False
Bear Hook False
Bull Hook False
Stretch 0-038
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-236
2.618 119-254
1.618 119-069
1.000 118-275
0.618 118-204
HIGH 118-090
0.618 118-019
0.500 117-318
0.382 117-296
LOW 117-225
0.618 117-111
1.000 117-040
1.618 116-246
2.618 116-061
4.250 115-079
Fisher Pivots for day following 22-Oct-2009
Pivot 1 day 3 day
R1 117-318 118-088
PP 117-315 118-055
S1 117-312 118-022

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

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