ECBOT 10 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 14-Dec-2009

Day Change Summary
	Previous	Current
	11-Dec-2009	14-Dec-2009	Change	Change %	Previous Week
Open	119-125	119-060	-0-065	-0.2%	119-010
High	119-135	119-120	-0-015	0.0%	120-115
Low	118-265	118-285	0-020	0.1%	118-265
Close	119-005	118-295	-0-030	-0.1%	119-005
Range	0-190	0-155	-0-035	-18.4%	1-170
ATR	0-221	0-216	-0-005	-2.1%	0-000
Volume	19,749	6,529	-13,220	-66.9%	119,221

Daily Pivots for day following 14-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-165	120-065	119-060
R3	120-010	119-230	119-018
R2	119-175	119-175	119-003
R1	119-075	119-075	118-309	119-048
PP	119-020	119-020	119-020	119-006
S1	118-240	118-240	118-281	118-212
S2	118-185	118-185	118-267
S3	118-030	118-085	118-252
S4	117-195	117-250	118-210

Weekly Pivots for week ending 11-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	123-318	123-012	119-274
R3	122-148	121-162	119-140
R2	120-298	120-298	119-095
R1	119-312	119-312	119-050	119-220
PP	119-128	119-128	119-128	119-082
S1	118-142	118-142	118-280	118-050
S2	117-278	117-278	118-235
S3	116-108	116-292	118-190
S4	114-258	115-122	118-056

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-115	118-265	1-170	1.3%	0-206	0.5%	6%	False	False	14,832
10	121-065	118-265	2-120	2.0%	0-218	0.6%	4%	False	False	56,720
20	121-215	118-265	2-270	2.4%	0-206	0.5%	3%	False	False	463,423
40	121-215	116-280	4-255	4.0%	0-213	0.6%	43%	False	False	653,970
60	121-215	116-190	5-025	4.3%	0-214	0.6%	46%	False	False	704,235
80	121-215	115-120	6-095	5.3%	0-224	0.6%	56%	False	False	672,243
100	121-215	113-060	8-155	7.1%	0-236	0.6%	68%	False	False	538,485

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-028
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	121-139
2.618	120-206
1.618	120-051
1.000	119-275
0.618	119-216
HIGH	119-120
0.618	119-061
0.500	119-042
0.382	119-024
LOW	118-285
0.618	118-189
1.000	118-130
1.618	118-034
2.618	117-199
4.250	116-266

Fisher Pivots for day following 14-Dec-2009
Pivot	1 day	3 day
R1	119-042	119-138
PP	119-020	119-083
S1	118-318	119-029

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols