ECBOT 10 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 17-Sep-2009
Day Change Summary
Previous Current
16-Sep-2009 17-Sep-2009 Change Change % Previous Week
Open 118-235 118-125 -0-110 -0.3% 118-135
High 119-045 118-315 -0-050 -0.1% 119-280
Low 118-070 118-050 -0-020 -0.1% 118-015
Close 118-120 118-285 0-165 0.4% 119-115
Range 0-295 0-265 -0-030 -10.2% 1-265
ATR 0-262 0-262 0-000 0.1% 0-000
Volume 8,933 8,974 41 0.5% 105,196
Daily Pivots for day following 17-Sep-2009
Classic Woodie Camarilla DeMark
R4 121-052 120-273 119-111
R3 120-107 120-008 119-038
R2 119-162 119-162 119-014
R1 119-063 119-063 118-309 119-112
PP 118-217 118-217 118-217 118-241
S1 118-118 118-118 118-261 118-168
S2 117-272 117-272 118-236
S3 117-007 117-173 118-212
S4 116-062 116-228 118-139
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
5 119-280 118-050 1-230 1.4% 0-263 0.7% 43% False True 10,909
10 119-280 118-015 1-265 1.5% 0-235 0.6% 46% False False 25,159
20 119-280 116-265 3-015 2.6% 0-246 0.6% 68% False False 395,415
40 119-280 114-210 5-070 4.4% 0-284 0.7% 81% False False 576,464
60 119-280 114-210 5-070 4.4% 0-292 0.8% 81% False False 634,290
80 119-280 112-255 7-025 6.0% 0-305 0.8% 86% False False 662,125
100 121-030 112-255 8-095 7.0% 0-297 0.8% 73% False False 533,827
120 122-170 112-255 9-235 8.2% 0-262 0.7% 63% False False 444,867
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 0-051
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-161
2.618 121-049
1.618 120-104
1.000 119-260
0.618 119-159
HIGH 118-315
0.618 118-214
0.500 118-182
0.382 118-151
LOW 118-050
0.618 117-206
1.000 117-105
1.618 116-261
2.618 115-316
4.250 114-204
Fisher Pivots for day following 17-Sep-2009
Pivot 1 day 3 day
R1 118-251 118-259
PP 118-217 118-233
S1 118-182 118-208

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

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