ECBOT 10 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 01-Dec-2009
Day Change Summary
Previous Current
30-Nov-2009 01-Dec-2009 Change Change % Previous Week
Open 119-250 119-310 0-060 0.2% 118-070
High 120-000 119-315 -0-005 0.0% 120-150
Low 119-195 119-145 -0-050 -0.1% 117-270
Close 119-300 119-175 -0-125 -0.3% 119-280
Range 0-125 0-170 0-045 36.0% 2-200
ATR 0-208 0-205 -0-003 -1.3% 0-000
Volume 536,858 634,459 97,601 18.2% 2,094,485
Daily Pivots for day following 01-Dec-2009
Classic Woodie Camarilla DeMark
R4 121-082 120-298 119-268
R3 120-232 120-128 119-222
R2 120-062 120-062 119-206
R1 119-278 119-278 119-191 119-245
PP 119-212 119-212 119-212 119-195
S1 119-108 119-108 119-159 119-075
S2 119-042 119-042 119-144
S3 118-192 118-258 119-128
S4 118-022 118-088 119-082
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 127-087 126-063 121-102
R3 124-207 123-183 120-191
R2 122-007 122-007 120-114
R1 120-303 120-303 120-037 121-155
PP 119-127 119-127 119-127 119-212
S1 118-103 118-103 119-203 118-275
S2 116-247 116-247 119-126
S3 114-047 115-223 119-049
S4 111-167 113-023 118-138
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-150 118-200 1-270 1.5% 0-231 0.6% 50% False False 579,141
10 120-150 117-270 2-200 2.2% 0-200 0.5% 65% False False 337,792
20 120-150 116-060 4-090 3.6% 0-189 0.5% 78% False False 172,381
40 120-150 115-170 4-300 4.1% 0-206 0.5% 81% False False 87,042
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 0-039
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-078
2.618 121-120
1.618 120-270
1.000 120-165
0.618 120-100
HIGH 119-315
0.618 119-250
0.500 119-230
0.382 119-210
LOW 119-145
0.618 119-040
1.000 118-295
1.618 118-190
2.618 118-020
4.250 117-062
Fisher Pivots for day following 01-Dec-2009
Pivot 1 day 3 day
R1 119-230 119-275
PP 119-212 119-242
S1 119-193 119-208

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

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