ECBOT 10 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 10-Aug-2009
Day Change Summary
Previous Current
07-Aug-2009 10-Aug-2009 Change Change % Previous Week
Open 114-080 113-110 -0-290 -0.8% 115-140
High 114-120 114-060 -0-060 -0.2% 115-160
Low 113-060 113-070 0-010 0.0% 113-060
Close 113-130 114-040 0-230 0.6% 113-130
Range 1-060 0-310 -0-070 -18.4% 2-100
ATR 0-314 0-314 0-000 -0.1% 0-000
Volume 4,462 1,865 -2,597 -58.2% 7,779
Daily Pivots for day following 10-Aug-2009
Classic Woodie Camarilla DeMark
R4 116-240 116-130 114-210
R3 115-250 115-140 114-125
R2 114-260 114-260 114-097
R1 114-150 114-150 114-068 114-205
PP 113-270 113-270 113-270 113-298
S1 113-160 113-160 114-012 113-215
S2 112-280 112-280 113-303
S3 111-290 112-170 113-275
S4 110-300 111-180 113-190
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
5 115-040 113-060 1-300 1.7% 0-296 0.8% 48% False False 1,794
10 115-310 113-060 2-250 2.4% 0-308 0.8% 34% False False 1,247
20 117-000 113-060 3-260 3.3% 0-296 0.8% 25% False False 1,083
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-072
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-098
2.618 116-232
1.618 115-242
1.000 115-050
0.618 114-252
HIGH 114-060
0.618 113-262
0.500 113-225
0.382 113-188
LOW 113-070
0.618 112-198
1.000 112-080
1.618 111-208
2.618 110-218
4.250 109-032
Fisher Pivots for day following 10-Aug-2009
Pivot 1 day 3 day
R1 113-315 114-010
PP 113-270 113-300
S1 113-225 113-270

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

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