ECBOT 10 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 18-Aug-2009
Day Change Summary
Previous Current
17-Aug-2009 18-Aug-2009 Change Change % Previous Week
Open 116-030 116-150 0-120 0.3% 113-110
High 116-180 116-160 -0-020 -0.1% 116-130
Low 116-030 116-020 -0-010 0.0% 113-070
Close 116-120 116-030 -0-090 -0.2% 115-280
Range 0-150 0-140 -0-010 -6.7% 3-060
ATR 1-000 0-307 -0-013 -4.0% 0-000
Volume 3,071 4,706 1,635 53.2% 11,465
Daily Pivots for day following 18-Aug-2009
Classic Woodie Camarilla DeMark
R4 117-170 117-080 116-107
R3 117-030 116-260 116-068
R2 116-210 116-210 116-056
R1 116-120 116-120 116-043 116-095
PP 116-070 116-070 116-070 116-058
S1 115-300 115-300 116-017 115-275
S2 115-250 115-250 116-004
S3 115-110 115-160 115-312
S4 114-290 115-020 115-273
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
5 116-180 114-000 2-180 2.2% 0-292 0.8% 82% False False 3,240
10 116-180 113-060 3-120 2.9% 0-295 0.8% 86% False False 2,551
20 116-180 113-060 3-120 2.9% 0-296 0.8% 86% False False 1,658
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-050
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 118-115
2.618 117-207
1.618 117-067
1.000 116-300
0.618 116-247
HIGH 116-160
0.618 116-107
0.500 116-090
0.382 116-073
LOW 116-020
0.618 115-253
1.000 115-200
1.618 115-113
2.618 114-293
4.250 114-065
Fisher Pivots for day following 18-Aug-2009
Pivot 1 day 3 day
R1 116-090 116-015
PP 116-070 116-000
S1 116-050 115-305

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

View Archives - Comment on this page... - Back to Index of Symbols