ECBOT 10 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 14-Aug-2009
Day Change Summary
Previous Current
13-Aug-2009 14-Aug-2009 Change Change % Previous Week
Open 114-250 115-110 0-180 0.5% 113-110
High 115-220 116-130 0-230 0.6% 116-130
Low 114-070 115-110 1-040 1.0% 113-070
Close 115-190 115-280 0-090 0.2% 115-280
Range 1-150 1-020 -0-130 -27.7% 3-060
ATR 1-007 1-008 0-001 0.3% 0-000
Volume 2,810 2,256 -554 -19.7% 11,465
Daily Pivots for day following 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 119-020 118-170 116-147
R3 118-000 117-150 116-054
R2 116-300 116-300 116-022
R1 116-130 116-130 115-311 116-215
PP 115-280 115-280 115-280 116-002
S1 115-110 115-110 115-249 115-195
S2 114-260 114-260 115-218
S3 113-240 114-090 115-186
S4 112-220 113-070 115-093
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 124-233 123-157 117-201
R3 121-173 120-097 116-240
R2 118-113 118-113 116-147
R1 117-037 117-037 116-054 117-235
PP 115-053 115-053 115-053 115-152
S1 113-297 113-297 115-186 114-175
S2 111-313 111-313 115-093
S3 108-253 110-237 115-000
S4 105-193 107-177 114-039
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-130 113-070 3-060 2.8% 1-034 1.0% 83% True False 2,293
10 116-130 113-060 3-070 2.8% 1-009 0.9% 83% True False 1,924
20 116-170 113-060 3-110 2.9% 1-002 0.9% 80% False False 1,324
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 0-063
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-295
2.618 119-060
1.618 118-040
1.000 117-150
0.618 117-020
HIGH 116-130
0.618 116-000
0.500 115-280
0.382 115-240
LOW 115-110
0.618 114-220
1.000 114-090
1.618 113-200
2.618 112-180
4.250 110-265
Fisher Pivots for day following 14-Aug-2009
Pivot 1 day 3 day
R1 115-280 115-208
PP 115-280 115-137
S1 115-280 115-065

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

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