ECBOT 10 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 18-Dec-2009

Day Change Summary
	Previous	Current
	17-Dec-2009	18-Dec-2009	Change	Change %	Previous Week
Open	117-075	118-040	0-285	0.8%	117-190
High	118-050	118-080	0-030	0.1%	118-080
Low	117-065	117-180	0-115	0.3%	117-000
Close	118-015	117-190	-0-145	-0.4%	117-190
Range	0-305	0-220	-0-085	-27.9%	1-080
ATR	0-223	0-223	0-000	-0.1%	0-000
Volume	676,387	734,075	57,688	8.5%	3,545,737

Daily Pivots for day following 18-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-277	119-133	117-311
R3	119-057	118-233	117-250
R2	118-157	118-157	117-230
R1	118-013	118-013	117-210	117-295
PP	117-257	117-257	117-257	117-238
S1	117-113	117-113	117-170	117-075
S2	117-037	117-037	117-150
S3	116-137	116-213	117-130
S4	115-237	115-313	117-069

Weekly Pivots for week ending 18-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	121-117	120-233	118-090
R3	120-037	119-153	117-300
R2	118-277	118-277	117-263
R1	118-073	118-073	117-227	118-070
PP	117-197	117-197	117-197	117-195
S1	116-313	116-313	117-153	116-310
S2	116-117	116-117	117-117
S3	115-037	115-233	117-080
S4	113-277	114-153	116-290

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-080	117-000	1-080	1.1%	0-211	0.6%	48%	True	False	709,147
10	119-000	117-000	2-000	1.7%	0-224	0.6%	30%	False	False	781,297
20	120-150	117-000	3-150	2.9%	0-230	0.6%	17%	False	False	677,263
40	120-150	115-170	4-300	4.2%	0-219	0.6%	42%	False	False	343,702

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	0-042
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-055
2.618	120-016
1.618	119-116
1.000	118-300
0.618	118-216
HIGH	118-080
0.618	117-316
0.500	117-290
0.382	117-264
LOW	117-180
0.618	117-044
1.000	116-280
1.618	116-144
2.618	115-244
4.250	114-205

Fisher Pivots for day following 18-Dec-2009
Pivot	1 day	3 day
R1	117-290	117-212
PP	117-257	117-205
S1	117-223	117-198

Download as Excel Spreadsheet

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

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