ECBOT 10 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 11-Nov-2009
Day Change Summary
Previous Current
10-Nov-2009 11-Nov-2009 Change Change % Previous Week
Open 118-165 118-200 0-035 0.1% 118-245
High 118-290 119-040 0-070 0.2% 118-285
Low 118-130 118-150 0-020 0.1% 117-175
Close 118-185 119-010 0-145 0.4% 118-135
Range 0-160 0-210 0-050 31.3% 1-110
ATR 0-223 0-222 -0-001 -0.4% 0-000
Volume 551,117 776,738 225,621 40.9% 4,463,463
Daily Pivots for day following 11-Nov-2009
Classic Woodie Camarilla DeMark
R4 120-270 120-190 119-126
R3 120-060 119-300 119-068
R2 119-170 119-170 119-048
R1 119-090 119-090 119-029 119-130
PP 118-280 118-280 118-280 118-300
S1 118-200 118-200 118-311 118-240
S2 118-070 118-070 118-292
S3 117-180 117-310 118-272
S4 116-290 117-100 118-214
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 122-102 121-228 119-052
R3 120-312 120-118 118-253
R2 119-202 119-202 118-214
R1 119-008 119-008 118-174 118-210
PP 118-092 118-092 118-092 118-032
S1 117-218 117-218 118-096 117-100
S2 116-302 116-302 118-056
S3 115-192 116-108 118-017
S4 114-082 114-318 117-218
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-040 117-245 1-115 1.1% 0-179 0.5% 93% True False 850,748
10 119-040 117-145 1-215 1.4% 0-222 0.6% 94% True False 909,059
20 119-040 116-280 2-080 1.9% 0-221 0.6% 96% True False 885,246
40 119-290 116-190 3-100 2.8% 0-222 0.6% 74% False False 841,514
60 119-290 115-120 4-170 3.8% 0-232 0.6% 81% False False 722,367
80 119-290 113-060 6-230 5.6% 0-248 0.7% 87% False False 542,189
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-047
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-292
2.618 120-270
1.618 120-060
1.000 119-250
0.618 119-170
HIGH 119-040
0.618 118-280
0.500 118-255
0.382 118-230
LOW 118-150
0.618 118-020
1.000 117-260
1.618 117-130
2.618 116-240
4.250 115-218
Fisher Pivots for day following 11-Nov-2009
Pivot 1 day 3 day
R1 118-305 118-292
PP 118-280 118-253
S1 118-255 118-215

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

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