ECBOT 10 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 15-Sep-2009
Day Change Summary
Previous Current
14-Sep-2009 15-Sep-2009 Change Change % Previous Week
Open 119-090 119-000 -0-090 -0.2% 118-135
High 119-145 119-000 -0-145 -0.4% 119-280
Low 118-260 118-130 -0-130 -0.3% 118-015
Close 118-315 118-210 -0-105 -0.3% 119-115
Range 0-205 0-190 -0-015 -7.3% 1-265
ATR 0-265 0-259 -0-005 -2.0% 0-000
Volume 10,116 12,712 2,596 25.7% 105,196
Daily Pivots for day following 15-Sep-2009
Classic Woodie Camarilla DeMark
R4 120-150 120-050 118-314
R3 119-280 119-180 118-262
R2 119-090 119-090 118-245
R1 118-310 118-310 118-227 118-265
PP 118-220 118-220 118-220 118-198
S1 118-120 118-120 118-193 118-075
S2 118-030 118-030 118-175
S3 117-160 117-250 118-158
S4 116-290 117-060 118-106
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% 0-250 0.7% 33% False False 20,361
10 119-280 118-015 1-265 1.5% 0-232 0.6% 33% False False 51,420
20 119-280 116-265 3-015 2.6% 0-239 0.6% 60% False False 454,072
40 119-280 114-210 5-070 4.4% 0-289 0.8% 77% False False 615,014
60 119-280 114-080 5-200 4.7% 0-292 0.8% 78% False False 653,185
80 119-280 112-255 7-025 6.0% 0-307 0.8% 83% False False 664,627
100 121-030 112-255 8-095 7.0% 0-294 0.8% 71% False False 533,660
120 123-020 112-255 10-085 8.7% 0-258 0.7% 57% False False 444,717
Crabel Price Patterns
NR True
NR4 True
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 0-048
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 121-168
2.618 120-177
1.618 119-307
1.000 119-190
0.618 119-117
HIGH 119-000
0.618 118-247
0.500 118-225
0.382 118-203
LOW 118-130
0.618 118-013
1.000 117-260
1.618 117-143
2.618 116-273
4.250 115-282
Fisher Pivots for day following 15-Sep-2009
Pivot 1 day 3 day
R1 118-225 119-045
PP 118-220 118-313
S1 118-215 118-262

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

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