ECBOT 10 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 24-Nov-2009
Day Change Summary
Previous Current
23-Nov-2009 24-Nov-2009 Change Change % Previous Week
Open 119-165 119-215 0-050 0.1% 118-315
High 119-220 120-080 0-180 0.5% 119-315
Low 119-040 119-195 0-155 0.4% 118-295
Close 119-200 120-030 0-150 0.4% 119-180
Range 0-180 0-205 0-025 13.9% 1-020
ATR 0-203 0-203 0-000 0.1% 0-000
Volume 812,742 859,730 46,988 5.8% 3,828,050
Daily Pivots for day following 24-Nov-2009
Classic Woodie Camarilla DeMark
R4 121-290 121-205 120-143
R3 121-085 121-000 120-086
R2 120-200 120-200 120-068
R1 120-115 120-115 120-049 120-158
PP 119-315 119-315 119-315 120-016
S1 119-230 119-230 120-011 119-272
S2 119-110 119-110 119-312
S3 118-225 119-025 119-294
S4 118-020 118-140 119-237
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
5 120-080 119-040 1-040 0.9% 0-173 0.5% 86% True False 804,132
10 120-080 118-080 2-000 1.7% 0-187 0.5% 92% True False 748,496
20 120-080 117-145 2-255 2.3% 0-205 0.5% 94% True False 837,945
40 120-080 116-280 3-120 2.8% 0-214 0.6% 95% True False 839,505
60 120-080 116-180 3-220 3.1% 0-222 0.6% 96% True False 801,770
80 120-080 113-060 7-020 5.9% 0-235 0.6% 98% True False 625,957
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-046
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 122-311
2.618 121-297
1.618 121-092
1.000 120-285
0.618 120-207
HIGH 120-080
0.618 120-002
0.500 119-298
0.382 119-273
LOW 119-195
0.618 119-068
1.000 118-310
1.618 118-183
2.618 117-298
4.250 116-284
Fisher Pivots for day following 24-Nov-2009
Pivot 1 day 3 day
R1 120-012 119-307
PP 119-315 119-263
S1 119-298 119-220

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

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