ECBOT 10 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 02-Dec-2009
Day Change Summary
Previous Current
01-Dec-2009 02-Dec-2009 Change Change % Previous Week
Open 121-060 120-245 -0-135 -0.3% 119-165
High 121-065 120-285 -0-100 -0.3% 121-215
Low 120-235 120-130 -0-105 -0.3% 119-040
Close 120-265 120-130 -0-135 -0.3% 121-025
Range 0-150 0-155 0-005 3.3% 2-175
ATR 0-206 0-203 -0-004 -1.8% 0-000
Volume 215,023 109,617 -105,406 -49.0% 4,167,398
Daily Pivots for day following 02-Dec-2009
Classic Woodie Camarilla DeMark
R4 122-007 121-223 120-215
R3 121-172 121-068 120-173
R2 121-017 121-017 120-158
R1 120-233 120-233 120-144 120-208
PP 120-182 120-182 120-182 120-169
S1 120-078 120-078 120-116 120-052
S2 120-027 120-027 120-102
S3 119-192 119-243 120-087
S4 119-037 119-088 120-045
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
5 121-215 119-290 1-245 1.5% 0-192 0.5% 28% False False 705,079
10 121-215 119-040 2-175 2.1% 0-182 0.5% 50% False False 754,605
20 121-215 117-175 4-040 3.4% 0-187 0.5% 69% False False 770,899
40 121-215 116-280 4-255 4.0% 0-212 0.6% 74% False False 808,003
60 121-215 116-180 5-035 4.2% 0-219 0.6% 75% False False 803,646
80 121-215 113-270 7-265 6.5% 0-229 0.6% 84% False False 669,912
100 121-215 113-060 8-155 7.0% 0-242 0.6% 85% False False 536,146
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 0-042
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 122-304
2.618 122-051
1.618 121-216
1.000 121-120
0.618 121-061
HIGH 120-285
0.618 120-226
0.500 120-208
0.382 120-189
LOW 120-130
0.618 120-034
1.000 119-295
1.618 119-199
2.618 119-044
4.250 118-111
Fisher Pivots for day following 02-Dec-2009
Pivot 1 day 3 day
R1 120-208 120-260
PP 120-182 120-217
S1 120-156 120-173

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

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