ECBOT 10 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 24-Dec-2009
Day Change Summary
Previous Current
23-Dec-2009 24-Dec-2009 Change Change % Previous Week
Open 116-060 116-025 -0-035 -0.1% 117-190
High 116-170 116-080 -0-090 -0.2% 118-080
Low 115-285 115-210 -0-075 -0.2% 117-000
Close 116-040 115-230 -0-130 -0.3% 117-190
Range 0-205 0-190 -0-015 -7.3% 1-080
ATR 0-238 0-235 -0-003 -1.4% 0-000
Volume 582,318 341,446 -240,872 -41.4% 3,545,737
Daily Pivots for day following 24-Dec-2009
Classic Woodie Camarilla DeMark
R4 117-210 117-090 116-014
R3 117-020 116-220 115-282
R2 116-150 116-150 115-265
R1 116-030 116-030 115-247 115-315
PP 115-280 115-280 115-280 115-262
S1 115-160 115-160 115-213 115-125
S2 115-090 115-090 115-195
S3 114-220 114-290 115-178
S4 114-030 114-100 115-126
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
5 118-080 115-210 2-190 2.2% 0-223 0.6% 2% False True 578,890
10 118-215 115-210 3-005 2.6% 0-217 0.6% 2% False True 666,651
20 120-150 115-210 4-260 4.2% 0-230 0.6% 1% False True 709,765
40 120-150 115-210 4-260 4.2% 0-210 0.6% 1% False True 380,730
60 120-150 115-170 4-300 4.3% 0-211 0.6% 4% False False 254,170
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-045
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 118-248
2.618 117-257
1.618 117-067
1.000 116-270
0.618 116-197
HIGH 116-080
0.618 116-007
0.500 115-305
0.382 115-283
LOW 115-210
0.618 115-093
1.000 115-020
1.618 114-223
2.618 114-033
4.250 113-042
Fisher Pivots for day following 24-Dec-2009
Pivot 1 day 3 day
R1 115-305 116-060
PP 115-280 116-010
S1 115-255 115-280

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

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