ECBOT 10 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 13-Nov-2009
Day Change Summary
Previous Current
12-Nov-2009 13-Nov-2009 Change Change % Previous Week
Open 117-170 117-160 -0-010 0.0% 117-030
High 117-210 117-210 0-000 0.0% 117-230
Low 116-280 117-120 0-160 0.4% 116-280
Close 117-170 117-180 0-010 0.0% 117-180
Range 0-250 0-090 -0-160 -64.0% 0-270
ATR 0-213 0-204 -0-009 -4.1% 0-000
Volume 1,023 9,615 8,592 839.9% 38,401
Daily Pivots for day following 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 118-120 118-080 117-230
R3 118-030 117-310 117-205
R2 117-260 117-260 117-196
R1 117-220 117-220 117-188 117-240
PP 117-170 117-170 117-170 117-180
S1 117-130 117-130 117-172 117-150
S2 117-080 117-080 117-164
S3 116-310 117-040 117-155
S4 116-220 116-270 117-130
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 119-293 119-187 118-008
R3 119-023 118-237 117-254
R2 118-073 118-073 117-230
R1 117-287 117-287 117-205 118-020
PP 117-123 117-123 117-123 117-150
S1 117-017 117-017 117-155 117-070
S2 116-173 116-173 117-130
S3 115-223 116-067 117-106
S4 114-273 115-117 117-032
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-230 116-280 0-270 0.7% 0-162 0.4% 81% False False 7,680
10 117-230 116-060 1-170 1.3% 0-176 0.5% 90% False False 5,729
20 117-230 115-170 2-060 1.9% 0-206 0.5% 93% False False 3,430
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0-041
Narrowest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 118-272
2.618 118-126
1.618 118-036
1.000 117-300
0.618 117-266
HIGH 117-210
0.618 117-176
0.500 117-165
0.382 117-154
LOW 117-120
0.618 117-064
1.000 117-030
1.618 116-294
2.618 116-204
4.250 116-058
Fisher Pivots for day following 13-Nov-2009
Pivot 1 day 3 day
R1 117-175 117-152
PP 117-170 117-123
S1 117-165 117-095

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

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