ECBOT 10 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 04-Dec-2009
Day Change Summary
Previous Current
03-Dec-2009 04-Dec-2009 Change Change % Previous Week
Open 120-140 120-020 -0-120 -0.3% 120-315
High 120-140 120-070 -0-070 -0.2% 121-070
Low 119-255 118-300 -0-275 -0.7% 118-300
Close 120-020 119-065 -0-275 -0.7% 119-065
Range 0-205 1-090 0-205 100.0% 2-090
ATR 0-203 0-218 0-015 7.3% 0-000
Volume 59,921 56,889 -3,032 -5.1% 1,147,281
Daily Pivots for day following 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 123-095 122-170 119-290
R3 122-005 121-080 119-178
R2 120-235 120-235 119-140
R1 119-310 119-310 119-103 119-228
PP 119-145 119-145 119-145 119-104
S1 118-220 118-220 119-027 118-138
S2 118-055 118-055 118-310
S3 116-285 117-130 118-272
S4 115-195 116-040 118-160
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 126-202 125-063 120-146
R3 124-112 122-293 119-266
R2 122-022 122-022 119-199
R1 120-203 120-203 119-132 120-068
PP 119-252 119-252 119-252 119-184
S1 118-113 118-113 118-318 117-298
S2 117-162 117-162 118-251
S3 115-072 116-023 118-184
S4 112-302 113-253 117-304
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-070 118-300 2-090 1.9% 0-208 0.5% 12% False True 229,456
10 121-215 118-300 2-235 2.3% 0-213 0.6% 10% False True 611,330
20 121-215 117-315 3-220 3.1% 0-199 0.5% 33% False False 682,259
40 121-215 116-280 4-255 4.0% 0-216 0.6% 49% False False 771,698
60 121-215 116-190 5-025 4.3% 0-220 0.6% 51% False False 783,550
80 121-215 114-070 7-145 6.3% 0-228 0.6% 67% False False 671,316
100 121-215 113-060 8-155 7.1% 0-244 0.6% 71% False False 537,268
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-044
Widest range in 73 trading days
Fibonacci Retracements and Extensions
4.250 125-212
2.618 123-183
1.618 122-093
1.000 121-160
0.618 121-003
HIGH 120-070
0.618 119-233
0.500 119-185
0.382 119-137
LOW 118-300
0.618 118-047
1.000 117-210
1.618 116-277
2.618 115-187
4.250 113-158
Fisher Pivots for day following 04-Dec-2009
Pivot 1 day 3 day
R1 119-185 119-292
PP 119-145 119-217
S1 119-105 119-141

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

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