ECBOT 10 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 01-Dec-2009
Day Change Summary
Previous Current
30-Nov-2009 01-Dec-2009 Change Change % Previous Week
Open 120-315 121-060 0-065 0.2% 119-165
High 121-070 121-065 -0-005 0.0% 121-215
Low 120-270 120-235 -0-035 -0.1% 119-040
Close 121-055 120-265 -0-110 -0.3% 121-025
Range 0-120 0-150 0-030 25.0% 2-175
ATR 0-211 0-206 -0-004 -2.1% 0-000
Volume 705,831 215,023 -490,808 -69.5% 4,167,398
Daily Pivots for day following 01-Dec-2009
Classic Woodie Camarilla DeMark
R4 122-105 122-015 121-028
R3 121-275 121-185 120-306
R2 121-125 121-125 120-292
R1 121-035 121-035 120-279 121-005
PP 120-295 120-295 120-295 120-280
S1 120-205 120-205 120-251 120-175
S2 120-145 120-145 120-238
S3 119-315 120-055 120-224
S4 119-165 119-225 120-182
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 128-085 127-070 122-153
R3 125-230 124-215 121-249
R2 123-055 123-055 121-174
R1 122-040 122-040 121-100 122-208
PP 120-200 120-200 120-200 120-284
S1 119-185 119-185 120-270 120-032
S2 118-025 118-025 120-196
S3 115-170 117-010 120-121
S4 112-315 114-155 119-217
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-215 119-195 2-020 1.7% 0-202 0.5% 59% False False 855,102
10 121-215 119-040 2-175 2.1% 0-184 0.5% 67% False False 828,637
20 121-215 117-175 4-040 3.4% 0-194 0.5% 80% False False 802,632
40 121-215 116-280 4-255 4.0% 0-211 0.5% 82% False False 821,684
60 121-215 116-180 5-035 4.2% 0-220 0.6% 83% False False 813,843
80 121-215 113-070 8-145 7.0% 0-231 0.6% 90% False False 668,565
100 121-215 113-060 8-155 7.0% 0-243 0.6% 90% False False 535,050
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-046
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-062
2.618 122-138
1.618 121-308
1.000 121-215
0.618 121-158
HIGH 121-065
0.618 121-008
0.500 120-310
0.382 120-292
LOW 120-235
0.618 120-142
1.000 120-085
1.618 119-312
2.618 119-162
4.250 118-238
Fisher Pivots for day following 01-Dec-2009
Pivot 1 day 3 day
R1 120-310 121-060
PP 120-295 121-022
S1 120-280 120-303

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

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