ECBOT 10 Year T-Note Future March 2010


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 118-025 117-190 -0-155 -0.4% 117-260
High 118-050 117-290 -0-080 -0.2% 119-000
Low 117-135 117-150 0-015 0.0% 117-135
Close 117-215 117-180 -0-035 -0.1% 117-215
Range 0-235 0-140 -0-095 -40.4% 1-185
ATR 0-226 0-220 -0-006 -2.7% 0-000
Volume 843,626 885,674 42,048 5.0% 4,267,234
Daily Pivots for day following 14-Dec-2009
Classic Woodie Camarilla DeMark
R4 118-307 118-223 117-257
R3 118-167 118-083 117-218
R2 118-027 118-027 117-206
R1 117-263 117-263 117-193 117-235
PP 117-207 117-207 117-207 117-192
S1 117-123 117-123 117-167 117-095
S2 117-067 117-067 117-154
S3 116-247 116-303 117-142
S4 116-107 116-163 117-103
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 122-245 121-255 118-173
R3 121-060 120-070 118-034
R2 119-195 119-195 117-308
R1 118-205 118-205 117-261 118-108
PP 118-010 118-010 118-010 117-281
S1 117-020 117-020 117-169 116-242
S2 116-145 116-145 117-122
S3 114-280 115-155 117-076
S4 113-095 113-290 116-257
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-000 117-135 1-185 1.3% 0-218 0.6% 9% False False 804,331
10 119-315 117-135 2-180 2.2% 0-233 0.6% 5% False False 825,386
20 120-150 117-135 3-015 2.6% 0-216 0.6% 5% False False 550,719
40 120-150 115-170 4-300 4.2% 0-215 0.6% 41% False False 277,219
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 0-036
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 119-245
2.618 119-017
1.618 118-197
1.000 118-110
0.618 118-057
HIGH 117-290
0.618 117-237
0.500 117-220
0.382 117-203
LOW 117-150
0.618 117-063
1.000 117-010
1.618 116-243
2.618 116-103
4.250 115-195
Fisher Pivots for day following 14-Dec-2009
Pivot 1 day 3 day
R1 117-220 118-015
PP 117-207 117-283
S1 117-193 117-232

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

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