ECBOT 10 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 03-Dec-2009
Day Change Summary
Previous Current
02-Dec-2009 03-Dec-2009 Change Change % Previous Week
Open 119-160 119-050 -0-110 -0.3% 118-070
High 119-200 119-060 -0-140 -0.4% 120-150
Low 119-035 118-145 -0-210 -0.6% 117-270
Close 119-035 118-235 -0-120 -0.3% 119-280
Range 0-165 0-235 0-070 42.4% 2-200
ATR 0-202 0-205 0-002 1.2% 0-000
Volume 730,550 788,070 57,520 7.9% 2,094,485
Daily Pivots for day following 03-Dec-2009
Classic Woodie Camarilla DeMark
R4 120-318 120-192 119-044
R3 120-083 119-277 118-300
R2 119-168 119-168 118-278
R1 119-042 119-042 118-257 118-308
PP 118-253 118-253 118-253 118-226
S1 118-127 118-127 118-213 118-072
S2 118-018 118-018 118-192
S3 117-103 117-212 118-170
S4 116-188 116-297 118-106
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
5 120-150 118-145 2-005 1.7% 0-217 0.6% 14% False True 697,323
10 120-150 117-270 2-200 2.2% 0-210 0.6% 34% False False 483,033
20 120-150 116-200 3-270 3.2% 0-192 0.5% 55% False False 248,193
40 120-150 115-170 4-300 4.2% 0-206 0.5% 65% False False 124,779
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 0-037
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 122-099
2.618 121-035
1.618 120-120
1.000 119-295
0.618 119-205
HIGH 119-060
0.618 118-290
0.500 118-262
0.382 118-235
LOW 118-145
0.618 118-000
1.000 117-230
1.618 117-085
2.618 116-170
4.250 115-106
Fisher Pivots for day following 03-Dec-2009
Pivot 1 day 3 day
R1 118-262 119-070
PP 118-253 119-018
S1 118-244 118-287

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

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