ECBOT 10 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 21-Aug-2009
Day Change Summary
Previous Current
20-Aug-2009 21-Aug-2009 Change Change % Previous Week
Open 116-160 116-240 0-080 0.2% 116-030
High 116-250 117-040 0-110 0.3% 117-040
Low 116-060 115-180 -0-200 -0.5% 115-180
Close 116-220 115-220 -1-000 -0.9% 115-220
Range 0-190 1-180 0-310 163.2% 1-180
ATR 0-298 0-313 0-014 4.8% 0-000
Volume 27,920 31,374 3,454 12.4% 77,858
Daily Pivots for day following 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 120-260 119-260 116-175
R3 119-080 118-080 116-038
R2 117-220 117-220 115-312
R1 116-220 116-220 115-266 116-130
PP 116-040 116-040 116-040 115-315
S1 115-040 115-040 115-174 114-270
S2 114-180 114-180 115-128
S3 113-000 113-180 115-082
S4 111-140 112-000 114-265
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 120-260 119-260 116-175
R3 119-080 118-080 116-038
R2 117-220 117-220 115-312
R1 116-220 116-220 115-266 116-130
PP 116-040 116-040 116-040 115-315
S1 115-040 115-040 115-174 114-270
S2 114-180 114-180 115-128
S3 113-000 113-180 115-082
S4 111-140 112-000 114-265
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-040 115-180 1-180 1.4% 0-254 0.7% 8% True True 15,571
10 117-040 113-070 3-290 3.4% 0-304 0.8% 63% True False 8,932
20 117-040 113-060 3-300 3.4% 0-303 0.8% 63% True False 5,019
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-059
Widest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 123-245
2.618 121-069
1.618 119-209
1.000 118-220
0.618 118-029
HIGH 117-040
0.618 116-169
0.500 116-110
0.382 116-051
LOW 115-180
0.618 114-191
1.000 114-000
1.618 113-011
2.618 111-151
4.250 108-295
Fisher Pivots for day following 21-Aug-2009
Pivot 1 day 3 day
R1 116-110 116-110
PP 116-040 116-040
S1 115-290 115-290

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

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