ECBOT 10 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 21-Sep-2009
Day Change Summary
Previous Current
18-Sep-2009 21-Sep-2009 Change Change % Previous Week
Open 118-310 118-150 -0-160 -0.4% 119-090
High 119-000 118-275 -0-045 -0.1% 119-145
Low 118-080 118-150 0-070 0.2% 118-050
Close 118-105 118-240 0-135 0.4% 118-105
Range 0-240 0-125 -0-115 -47.9% 1-095
ATR 0-261 0-254 -0-006 -2.5% 0-000
Volume 5,410 6,889 1,479 27.3% 46,145
Daily Pivots for day following 21-Sep-2009
Classic Woodie Camarilla DeMark
R4 119-277 119-223 118-309
R3 119-152 119-098 118-274
R2 119-027 119-027 118-263
R1 118-293 118-293 118-251 119-000
PP 118-222 118-222 118-222 118-235
S1 118-168 118-168 118-229 118-195
S2 118-097 118-097 118-217
S3 117-292 118-043 118-206
S4 117-167 117-238 118-171
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
5 119-045 118-050 0-315 0.8% 0-223 0.6% 60% False False 8,583
10 119-280 118-015 1-265 1.5% 0-233 0.6% 38% False False 15,823
20 119-280 116-265 3-015 2.6% 0-229 0.6% 63% False False 316,644
40 119-280 114-210 5-070 4.4% 0-278 0.7% 78% False False 534,968
60 119-280 114-210 5-070 4.4% 0-285 0.7% 78% False False 608,951
80 119-280 112-255 7-025 6.0% 0-299 0.8% 84% False False 649,551
100 120-150 112-255 7-215 6.5% 0-294 0.8% 78% False False 533,880
120 122-170 112-255 9-235 8.2% 0-264 0.7% 61% False False 444,969
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-046
Narrowest range in 86 trading days
Fibonacci Retracements and Extensions
4.250 120-166
2.618 119-282
1.618 119-157
1.000 119-080
0.618 119-032
HIGH 118-275
0.618 118-227
0.500 118-212
0.382 118-198
LOW 118-150
0.618 118-073
1.000 118-025
1.618 117-268
2.618 117-143
4.250 116-259
Fisher Pivots for day following 21-Sep-2009
Pivot 1 day 3 day
R1 118-231 118-222
PP 118-222 118-203
S1 118-212 118-185

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

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