ECBOT 10 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 11-Aug-2009
Day Change Summary
Previous Current
10-Aug-2009 11-Aug-2009 Change Change % Previous Week
Open 113-110 113-270 0-160 0.4% 115-140
High 114-060 114-240 0-180 0.5% 115-160
Low 113-070 113-270 0-200 0.6% 113-060
Close 114-040 114-200 0-160 0.4% 113-130
Range 0-310 0-290 -0-020 -6.5% 2-100
ATR 0-314 0-312 -0-002 -0.5% 0-000
Volume 1,865 1,176 -689 -36.9% 7,779
Daily Pivots for day following 11-Aug-2009
Classic Woodie Camarilla DeMark
R4 117-040 116-250 115-040
R3 116-070 115-280 114-280
R2 115-100 115-100 114-253
R1 114-310 114-310 114-227 115-045
PP 114-130 114-130 114-130 114-158
S1 114-020 114-020 114-173 114-075
S2 113-160 113-160 114-147
S3 112-190 113-050 114-120
S4 111-220 112-080 114-040
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
5 115-000 113-060 1-260 1.6% 0-298 0.8% 79% False False 1,861
10 115-310 113-060 2-250 2.4% 0-309 0.8% 52% False False 1,353
20 116-170 113-060 3-110 2.9% 0-299 0.8% 43% False False 1,045
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 0-059
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 118-192
2.618 117-039
1.618 116-069
1.000 115-210
0.618 115-099
HIGH 114-240
0.618 114-129
0.500 114-095
0.382 114-061
LOW 113-270
0.618 113-091
1.000 112-300
1.618 112-121
2.618 111-151
4.250 109-318
Fisher Pivots for day following 11-Aug-2009
Pivot 1 day 3 day
R1 114-165 114-130
PP 114-130 114-060
S1 114-095 113-310

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

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