ECBOT 10 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 18-Nov-2009
Day Change Summary
Previous Current
17-Nov-2009 18-Nov-2009 Change Change % Previous Week
Open 119-195 119-245 0-050 0.1% 118-140
High 119-275 119-260 -0-015 0.0% 119-040
Low 119-100 119-120 0-020 0.1% 118-070
Close 119-240 119-140 -0-100 -0.3% 118-305
Range 0-175 0-140 -0-035 -20.0% 0-290
ATR 0-216 0-210 -0-005 -2.5% 0-000
Volume 849,933 773,704 -76,229 -9.0% 3,740,257
Daily Pivots for day following 18-Nov-2009
Classic Woodie Camarilla DeMark
R4 120-273 120-187 119-217
R3 120-133 120-047 119-178
R2 119-313 119-313 119-166
R1 119-227 119-227 119-153 119-200
PP 119-173 119-173 119-173 119-160
S1 119-087 119-087 119-127 119-060
S2 119-033 119-033 119-114
S3 118-213 118-267 119-102
S4 118-073 118-127 119-063
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
5 119-275 118-080 1-195 1.3% 0-187 0.5% 74% False False 692,253
10 119-275 117-245 2-030 1.8% 0-183 0.5% 80% False False 771,501
20 119-275 116-280 2-315 2.5% 0-214 0.6% 86% False False 854,508
40 119-290 116-280 3-010 2.5% 0-214 0.6% 85% False False 831,293
60 119-290 116-030 3-260 3.2% 0-224 0.6% 88% False False 775,443
80 119-290 113-060 6-230 5.6% 0-243 0.6% 93% False False 585,412
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-045
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-215
2.618 120-307
1.618 120-167
1.000 120-080
0.618 120-027
HIGH 119-260
0.618 119-207
0.500 119-190
0.382 119-173
LOW 119-120
0.618 119-033
1.000 118-300
1.618 118-213
2.618 118-073
4.250 117-165
Fisher Pivots for day following 18-Nov-2009
Pivot 1 day 3 day
R1 119-190 119-135
PP 119-173 119-130
S1 119-157 119-125

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

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