ECBOT 10 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 07-Aug-2009
Day Change Summary
Previous Current
06-Aug-2009 07-Aug-2009 Change Change % Previous Week
Open 113-300 114-080 0-100 0.3% 115-140
High 114-160 114-120 -0-040 -0.1% 115-160
Low 113-290 113-060 -0-230 -0.6% 113-060
Close 114-100 113-130 -0-290 -0.8% 113-130
Range 0-190 1-060 0-190 100.0% 2-100
ATR 0-309 0-314 0-005 1.6% 0-000
Volume 870 4,462 3,592 412.9% 7,779
Daily Pivots for day following 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 117-070 116-160 114-019
R3 116-010 115-100 113-234
R2 114-270 114-270 113-200
R1 114-040 114-040 113-165 113-285
PP 113-210 113-210 113-210 113-172
S1 112-300 112-300 113-095 112-225
S2 112-150 112-150 113-060
S3 111-090 111-240 113-026
S4 110-030 110-180 112-241
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 120-310 119-160 114-217
R3 118-210 117-060 114-014
R2 116-110 116-110 113-266
R1 114-280 114-280 113-198 114-145
PP 114-010 114-010 114-010 113-262
S1 112-180 112-180 113-062 112-045
S2 111-230 111-230 112-314
S3 109-130 110-080 112-246
S4 107-030 107-300 112-043
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-160 113-060 2-100 2.0% 0-304 0.8% 9% False True 1,555
10 115-310 113-060 2-250 2.5% 0-302 0.8% 8% False True 1,107
20 117-170 113-060 4-110 3.8% 0-292 0.8% 5% False True 990
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-076
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 119-135
2.618 117-155
1.618 116-095
1.000 115-180
0.618 115-035
HIGH 114-120
0.618 113-295
0.500 113-250
0.382 113-205
LOW 113-060
0.618 112-145
1.000 112-000
1.618 111-085
2.618 110-025
4.250 108-045
Fisher Pivots for day following 07-Aug-2009
Pivot 1 day 3 day
R1 113-250 114-030
PP 113-210 113-277
S1 113-170 113-203

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

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