ECBOT 10 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 16-Nov-2009
Day Change Summary
Previous Current
13-Nov-2009 16-Nov-2009 Change Change % Previous Week
Open 118-285 118-315 0-030 0.1% 118-140
High 119-020 119-230 0-210 0.6% 119-040
Low 118-240 118-295 0-055 0.1% 118-070
Close 118-305 119-220 0-235 0.6% 118-305
Range 0-100 0-255 0-155 155.0% 0-290
ATR 0-216 0-219 0-003 1.3% 0-000
Volume 969,804 629,928 -339,876 -35.0% 3,740,257
Daily Pivots for day following 16-Nov-2009
Classic Woodie Camarilla DeMark
R4 121-267 121-178 120-040
R3 121-012 120-243 119-290
R2 120-077 120-077 119-267
R1 119-308 119-308 119-243 120-032
PP 119-142 119-142 119-142 119-164
S1 119-053 119-053 119-197 119-098
S2 118-207 118-207 119-173
S3 117-272 118-118 119-150
S4 117-017 117-183 119-080
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
5 119-230 118-080 1-150 1.2% 0-198 0.5% 98% True False 633,097
10 119-230 117-175 2-055 1.8% 0-204 0.5% 99% True False 776,628
20 119-230 116-280 2-270 2.4% 0-224 0.6% 99% True False 840,381
40 119-290 116-190 3-100 2.8% 0-218 0.6% 93% False False 824,059
60 119-290 115-120 4-170 3.8% 0-226 0.6% 95% False False 751,826
80 119-290 113-060 6-230 5.6% 0-246 0.6% 97% False False 565,124
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 0-051
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-034
2.618 121-258
1.618 121-003
1.000 120-165
0.618 120-068
HIGH 119-230
0.618 119-133
0.500 119-102
0.382 119-072
LOW 118-295
0.618 118-137
1.000 118-040
1.618 117-202
2.618 116-267
4.250 115-171
Fisher Pivots for day following 16-Nov-2009
Pivot 1 day 3 day
R1 119-181 119-145
PP 119-142 119-070
S1 119-102 118-315

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

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