ECBOT 10 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 18-Sep-2009
Day Change Summary
Previous Current
17-Sep-2009 18-Sep-2009 Change Change % Previous Week
Open 118-125 118-310 0-185 0.5% 119-090
High 118-315 119-000 0-005 0.0% 119-145
Low 118-050 118-080 0-030 0.1% 118-050
Close 118-285 118-105 -0-180 -0.5% 118-105
Range 0-265 0-240 -0-025 -9.4% 1-095
ATR 0-262 0-261 -0-002 -0.6% 0-000
Volume 8,974 5,410 -3,564 -39.7% 46,145
Daily Pivots for day following 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 120-248 120-097 118-237
R3 120-008 119-177 118-171
R2 119-088 119-088 118-149
R1 118-257 118-257 118-127 118-212
PP 118-168 118-168 118-168 118-146
S1 118-017 118-017 118-083 117-292
S2 117-248 117-248 118-061
S3 117-008 117-097 118-039
S4 116-088 116-177 117-293
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 122-172 121-233 119-013
R3 121-077 120-138 118-219
R2 119-302 119-302 118-181
R1 119-043 119-043 118-143 118-285
PP 118-207 118-207 118-207 118-168
S1 117-268 117-268 118-067 117-190
S2 117-112 117-112 118-029
S3 116-017 116-173 117-311
S4 114-242 115-078 117-197
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-145 118-050 1-095 1.1% 0-239 0.6% 13% False False 9,229
10 119-280 118-015 1-265 1.5% 0-246 0.6% 15% False False 19,622
20 119-280 116-265 3-015 2.6% 0-248 0.7% 49% False False 348,456
40 119-280 114-210 5-070 4.4% 0-278 0.7% 70% False False 558,772
60 119-280 114-210 5-070 4.4% 0-291 0.8% 70% False False 622,688
80 119-280 112-255 7-025 6.0% 0-302 0.8% 78% False False 657,577
100 120-150 112-255 7-215 6.5% 0-296 0.8% 72% False False 533,827
120 122-170 112-255 9-235 8.2% 0-264 0.7% 57% False False 444,912
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-052
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 122-060
2.618 120-308
1.618 120-068
1.000 119-240
0.618 119-148
HIGH 119-000
0.618 118-228
0.500 118-200
0.382 118-172
LOW 118-080
0.618 117-252
1.000 117-160
1.618 117-012
2.618 116-092
4.250 115-020
Fisher Pivots for day following 18-Sep-2009
Pivot 1 day 3 day
R1 118-200 118-208
PP 118-168 118-173
S1 118-137 118-139

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

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