ECBOT 10 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 20-Aug-2009
Day Change Summary
Previous Current
19-Aug-2009 20-Aug-2009 Change Change % Previous Week
Open 116-070 116-160 0-090 0.2% 113-110
High 117-010 116-250 -0-080 -0.2% 116-130
Low 116-040 116-060 0-020 0.1% 113-070
Close 116-170 116-220 0-050 0.1% 115-280
Range 0-290 0-190 -0-100 -34.5% 3-060
ATR 0-307 0-298 -0-008 -2.7% 0-000
Volume 10,787 27,920 17,133 158.8% 11,465
Daily Pivots for day following 20-Aug-2009
Classic Woodie Camarilla DeMark
R4 118-107 118-033 117-004
R3 117-237 117-163 116-272
R2 117-047 117-047 116-255
R1 116-293 116-293 116-237 117-010
PP 116-177 116-177 116-177 116-195
S1 116-103 116-103 116-203 116-140
S2 115-307 115-307 116-185
S3 115-117 115-233 116-168
S4 114-247 115-043 116-116
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
5 117-010 115-110 1-220 1.4% 0-222 0.6% 80% False False 9,748
10 117-010 113-060 3-270 3.3% 0-292 0.8% 91% False False 6,241
20 117-010 113-060 3-270 3.3% 0-284 0.8% 91% False False 3,452
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-051
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-098
2.618 118-107
1.618 117-237
1.000 117-120
0.618 117-047
HIGH 116-250
0.618 116-177
0.500 116-155
0.382 116-133
LOW 116-060
0.618 115-263
1.000 115-190
1.618 115-073
2.618 114-203
4.250 113-212
Fisher Pivots for day following 20-Aug-2009
Pivot 1 day 3 day
R1 116-198 116-205
PP 116-177 116-190
S1 116-155 116-175

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

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