ECBOT 10 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 29-Dec-2009

Day Change Summary
	Previous	Current
	28-Dec-2009	29-Dec-2009	Change	Change %	Previous Week
Open	114-100	114-000	-0-100	-0.3%	114-270
High	114-110	114-110	0-000	0.0%	114-280
Low	114-010	114-000	-0-010	0.0%	114-120
Close	114-040	114-080	0-040	0.1%	114-100
Range	0-100	0-110	0-010	10.0%	0-160
ATR	0-185	0-180	-0-005	-2.9%	0-000
Volume	2	50	48	2,400.0%	0

Daily Pivots for day following 29-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	115-073	115-027	114-140
R3	114-283	114-237	114-110
R2	114-173	114-173	114-100
R1	114-127	114-127	114-090	114-150
PP	114-063	114-063	114-063	114-075
S1	114-017	114-017	114-070	114-040
S2	113-273	113-273	114-060
S3	113-163	113-227	114-050
S4	113-053	113-117	114-020

Weekly Pivots for week ending 25-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	116-007	115-213	114-188
R3	115-167	115-053	114-144
R2	115-007	115-007	114-129
R1	114-213	114-213	114-115	114-190
PP	114-167	114-167	114-167	114-155
S1	114-053	114-053	114-085	114-030
S2	114-007	114-007	114-071
S3	113-167	113-213	114-056
S4	113-007	113-053	114-012

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114-280	114-000	0-280	0.8%	0-056	0.2%	29%	False	True	10
10	117-060	114-000	3-060	2.8%	0-080	0.2%	8%	False	True	7

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-001
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	115-258
2.618	115-078
1.618	114-288
1.000	114-220
0.618	114-178
HIGH	114-110
0.618	114-068
0.500	114-055
0.382	114-042
LOW	114-000
0.618	113-252
1.000	113-210
1.618	113-142
2.618	113-032
4.250	112-172

Fisher Pivots for day following 29-Dec-2009
Pivot	1 day	3 day
R1	114-072	114-073
PP	114-063	114-067
S1	114-055	114-060

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