ECBOT 10 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 10-Dec-2009
Day Change Summary
Previous Current
09-Dec-2009 10-Dec-2009 Change Change % Previous Week
Open 120-050 119-275 -0-095 -0.2% 120-315
High 120-100 120-010 -0-090 -0.2% 121-070
Low 119-250 119-050 -0-200 -0.5% 118-300
Close 120-010 119-165 -0-165 -0.4% 119-065
Range 0-170 0-280 0-110 64.7% 2-090
ATR 0-217 0-221 0-005 2.1% 0-000
Volume 21,503 8,419 -13,084 -60.8% 1,147,281
Daily Pivots for day following 10-Dec-2009
Classic Woodie Camarilla DeMark
R4 122-062 121-233 119-319
R3 121-102 120-273 119-242
R2 120-142 120-142 119-216
R1 119-313 119-313 119-191 119-248
PP 119-182 119-182 119-182 119-149
S1 119-033 119-033 119-139 118-288
S2 118-222 118-222 119-114
S3 117-262 118-073 119-088
S4 116-302 117-113 119-011
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
5 120-115 118-300 1-135 1.2% 0-264 0.7% 41% False False 31,272
10 121-215 118-300 2-235 2.3% 0-226 0.6% 21% False False 265,150
20 121-215 118-080 3-135 2.9% 0-207 0.5% 37% False False 522,495
40 121-215 116-280 4-255 4.0% 0-214 0.6% 55% False False 703,870
60 121-215 116-190 5-025 4.2% 0-217 0.6% 58% False False 735,174
80 121-215 115-120 6-095 5.3% 0-226 0.6% 66% False False 672,399
100 121-215 113-060 8-155 7.1% 0-240 0.6% 75% False False 538,250
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-032
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 123-240
2.618 122-103
1.618 121-143
1.000 120-290
0.618 120-183
HIGH 120-010
0.618 119-223
0.500 119-190
0.382 119-157
LOW 119-050
0.618 118-197
1.000 118-090
1.618 117-237
2.618 116-277
4.250 115-140
Fisher Pivots for day following 10-Dec-2009
Pivot 1 day 3 day
R1 119-190 119-242
PP 119-182 119-217
S1 119-173 119-191

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

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