ECBOT 10 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 23-Oct-2009
Day Change Summary
Previous Current
22-Oct-2009 23-Oct-2009 Change Change % Previous Week
Open 118-065 117-300 -0-085 -0.2% 118-020
High 118-090 117-300 -0-110 -0.3% 118-270
Low 117-225 117-120 -0-105 -0.3% 117-120
Close 117-310 117-190 -0-120 -0.3% 117-190
Range 0-185 0-180 -0-005 -2.7% 1-150
ATR 0-228 0-225 -0-003 -1.2% 0-000
Volume 929,559 847,646 -81,913 -8.8% 3,830,964
Daily Pivots for day following 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 119-103 119-007 117-289
R3 118-243 118-147 117-240
R2 118-063 118-063 117-223
R1 117-287 117-287 117-206 117-245
PP 117-203 117-203 117-203 117-182
S1 117-107 117-107 117-174 117-065
S2 117-023 117-023 117-157
S3 116-163 116-247 117-140
S4 115-303 116-067 117-091
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 122-110 121-140 118-128
R3 120-280 119-310 117-319
R2 119-130 119-130 117-276
R1 118-160 118-160 117-233 118-070
PP 117-300 117-300 117-300 117-255
S1 117-010 117-010 117-147 116-240
S2 116-150 116-150 117-104
S3 115-000 115-180 117-061
S4 113-170 114-030 116-252
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-270 117-120 1-150 1.2% 0-210 0.6% 15% False True 766,192
10 119-010 117-120 1-210 1.4% 0-205 0.5% 13% False True 775,377
20 119-290 117-120 2-170 2.2% 0-213 0.6% 9% False True 811,831
40 119-290 116-030 3-260 3.2% 0-228 0.6% 39% False False 764,537
60 119-290 113-060 6-230 5.7% 0-249 0.7% 66% False False 525,315
Crabel Price Patterns
NR True
NR4 True
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 0-035
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 120-105
2.618 119-131
1.618 118-271
1.000 118-160
0.618 118-091
HIGH 117-300
0.618 117-231
0.500 117-210
0.382 117-189
LOW 117-120
0.618 117-009
1.000 116-260
1.618 116-149
2.618 115-289
4.250 114-315
Fisher Pivots for day following 23-Oct-2009
Pivot 1 day 3 day
R1 117-210 118-018
PP 117-203 117-288
S1 117-197 117-239

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

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