ECBOT 10 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 13-Nov-2009
Day Change Summary
Previous Current
12-Nov-2009 13-Nov-2009 Change Change % Previous Week
Open 118-275 118-285 0-010 0.0% 118-140
High 119-025 119-020 -0-005 0.0% 119-040
Low 118-080 118-240 0-160 0.4% 118-070
Close 118-295 118-305 0-010 0.0% 118-305
Range 0-265 0-100 -0-165 -62.3% 0-290
ATR 0-225 0-216 -0-009 -4.0% 0-000
Volume 237,899 969,804 731,905 307.7% 3,740,257
Daily Pivots for day following 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 119-275 119-230 119-040
R3 119-175 119-130 119-012
R2 119-075 119-075 119-003
R1 119-030 119-030 118-314 119-052
PP 118-295 118-295 118-295 118-306
S1 118-250 118-250 118-296 118-272
S2 118-195 118-195 118-287
S3 118-095 118-150 118-278
S4 117-315 118-050 118-250
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 121-155 121-040 119-144
R3 120-185 120-070 119-065
R2 119-215 119-215 119-038
R1 119-100 119-100 119-012 119-158
PP 118-245 118-245 118-245 118-274
S1 118-130 118-130 118-278 118-188
S2 117-275 117-275 118-252
S3 116-305 117-160 118-225
S4 116-015 116-190 118-146
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-040 118-070 0-290 0.8% 0-178 0.5% 81% False False 748,051
10 119-040 117-175 1-185 1.3% 0-195 0.5% 89% False False 820,372
20 119-040 116-280 2-080 1.9% 0-220 0.6% 92% False False 844,517
40 119-290 116-190 3-100 2.8% 0-217 0.6% 71% False False 824,640
60 119-290 115-120 4-170 3.8% 0-230 0.6% 79% False False 741,850
80 119-290 113-060 6-230 5.6% 0-244 0.6% 86% False False 557,250
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-050
Narrowest range in 92 trading days
Fibonacci Retracements and Extensions
4.250 120-125
2.618 119-282
1.618 119-182
1.000 119-120
0.618 119-082
HIGH 119-020
0.618 118-302
0.500 118-290
0.382 118-278
LOW 118-240
0.618 118-178
1.000 118-140
1.618 118-078
2.618 117-298
4.250 117-135
Fisher Pivots for day following 13-Nov-2009
Pivot 1 day 3 day
R1 118-300 118-277
PP 118-295 118-248
S1 118-290 118-220

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

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