ECBOT 10 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 02-Dec-2009
Day Change Summary
Previous Current
01-Dec-2009 02-Dec-2009 Change Change % Previous Week
Open 119-310 119-160 -0-150 -0.4% 118-070
High 119-315 119-200 -0-115 -0.3% 120-150
Low 119-145 119-035 -0-110 -0.3% 117-270
Close 119-175 119-035 -0-140 -0.4% 119-280
Range 0-170 0-165 -0-005 -2.9% 2-200
ATR 0-205 0-202 -0-003 -1.4% 0-000
Volume 634,459 730,550 96,091 15.1% 2,094,485
Daily Pivots for day following 02-Dec-2009
Classic Woodie Camarilla DeMark
R4 120-265 120-155 119-126
R3 120-100 119-310 119-080
R2 119-255 119-255 119-065
R1 119-145 119-145 119-050 119-118
PP 119-090 119-090 119-090 119-076
S1 118-300 118-300 119-020 118-272
S2 118-245 118-245 119-005
S3 118-080 118-135 118-310
S4 117-235 117-290 118-264
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
5 120-150 119-035 1-115 1.1% 0-218 0.6% 0% False True 632,480
10 120-150 117-270 2-200 2.2% 0-202 0.5% 48% False False 407,777
20 120-150 116-120 4-030 3.4% 0-186 0.5% 67% False False 208,862
40 120-150 115-170 4-300 4.1% 0-205 0.5% 72% False False 105,078
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-039
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-261
2.618 120-312
1.618 120-147
1.000 120-045
0.618 119-302
HIGH 119-200
0.618 119-137
0.500 119-118
0.382 119-098
LOW 119-035
0.618 118-253
1.000 118-190
1.618 118-088
2.618 117-243
4.250 116-294
Fisher Pivots for day following 02-Dec-2009
Pivot 1 day 3 day
R1 119-118 119-178
PP 119-090 119-130
S1 119-062 119-082

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

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