ECBOT 10 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 20-Nov-2009
Day Change Summary
Previous Current
19-Nov-2009 20-Nov-2009 Change Change % Previous Week
Open 119-145 119-235 0-090 0.2% 118-315
High 119-290 119-315 0-025 0.1% 119-315
Low 119-120 119-145 0-025 0.1% 118-295
Close 119-210 119-180 -0-030 -0.1% 119-180
Range 0-170 0-170 0-000 0.0% 1-020
ATR 0-207 0-205 -0-003 -1.3% 0-000
Volume 775,864 798,621 22,757 2.9% 3,828,050
Daily Pivots for day following 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 121-083 120-302 119-274
R3 120-233 120-132 119-227
R2 120-063 120-063 119-211
R1 119-282 119-282 119-196 119-248
PP 119-213 119-213 119-213 119-196
S1 119-112 119-112 119-164 119-078
S2 119-043 119-043 119-149
S3 118-193 118-262 119-133
S4 118-023 118-092 119-086
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 122-217 122-058 120-047
R3 121-197 121-038 119-274
R2 120-177 120-177 119-242
R1 120-018 120-018 119-211 120-098
PP 119-157 119-157 119-157 119-196
S1 118-318 118-318 119-149 119-078
S2 118-137 118-137 119-118
S3 117-117 117-298 119-086
S4 116-097 116-278 118-313
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-315 118-295 1-020 0.9% 0-182 0.5% 60% True False 765,610
10 119-315 118-070 1-245 1.5% 0-180 0.5% 76% True False 756,830
20 119-315 116-280 3-035 2.6% 0-213 0.6% 86% True False 844,372
40 119-315 116-280 3-035 2.6% 0-213 0.6% 86% True False 828,101
60 119-315 116-030 3-285 3.3% 0-223 0.6% 89% True False 791,149
80 119-315 113-060 6-255 5.7% 0-240 0.6% 94% True False 605,079
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-049
Fibonacci Retracements and Extensions
4.250 122-078
2.618 121-120
1.618 120-270
1.000 120-165
0.618 120-100
HIGH 119-315
0.618 119-250
0.500 119-230
0.382 119-210
LOW 119-145
0.618 119-040
1.000 118-295
1.618 118-190
2.618 118-020
4.250 117-062
Fisher Pivots for day following 20-Nov-2009
Pivot 1 day 3 day
R1 119-230 119-218
PP 119-213 119-205
S1 119-197 119-192

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

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