ECBOT 10 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 14-Sep-2009
Day Change Summary
Previous Current
11-Sep-2009 14-Sep-2009 Change Change % Previous Week
Open 118-310 119-090 0-100 0.3% 118-135
High 119-280 119-145 -0-135 -0.4% 119-280
Low 118-240 118-260 0-020 0.1% 118-015
Close 119-115 118-315 -0-120 -0.3% 119-115
Range 1-040 0-205 -0-155 -43.1% 1-265
ATR 0-269 0-265 -0-005 -1.7% 0-000
Volume 13,813 10,116 -3,697 -26.8% 105,196
Daily Pivots for day following 14-Sep-2009
Classic Woodie Camarilla DeMark
R4 121-002 120-203 119-108
R3 120-117 119-318 119-051
R2 119-232 119-232 119-033
R1 119-113 119-113 119-014 119-070
PP 119-027 119-027 119-027 119-005
S1 118-228 118-228 118-296 118-185
S2 118-142 118-142 118-277
S3 117-257 118-023 118-259
S4 117-052 117-138 118-202
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 124-185 123-255 120-117
R3 122-240 121-310 119-276
R2 120-295 120-295 119-222
R1 120-045 120-045 119-169 120-170
PP 119-030 119-030 119-030 119-092
S1 118-100 118-100 119-061 118-225
S2 117-085 117-085 119-008
S3 115-140 116-155 118-274
S4 113-195 114-210 118-113
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-280 118-015 1-265 1.5% 0-243 0.6% 51% False False 23,062
10 119-280 117-315 1-285 1.6% 0-234 0.6% 53% False False 134,104
20 119-280 116-265 3-015 2.6% 0-242 0.6% 71% False False 491,704
40 119-280 114-210 5-070 4.4% 0-295 0.8% 83% False False 632,579
60 119-280 113-190 6-090 5.3% 0-294 0.8% 86% False False 668,351
80 119-280 112-255 7-025 5.9% 0-312 0.8% 87% False False 665,402
100 121-030 112-255 8-095 7.0% 0-294 0.8% 75% False False 533,533
120 123-190 112-255 10-255 9.1% 0-256 0.7% 57% False False 444,612
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-054
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 122-056
2.618 121-042
1.618 120-157
1.000 120-030
0.618 119-272
HIGH 119-145
0.618 119-067
0.500 119-042
0.382 119-018
LOW 118-260
0.618 118-133
1.000 118-055
1.618 117-248
2.618 117-043
4.250 116-029
Fisher Pivots for day following 14-Sep-2009
Pivot 1 day 3 day
R1 119-042 119-028
PP 119-027 119-017
S1 119-011 119-006

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

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