ECBOT 10 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 24-Aug-2009
Day Change Summary
Previous Current
21-Aug-2009 24-Aug-2009 Change Change % Previous Week
Open 116-240 115-240 -1-000 -0.9% 116-030
High 117-040 116-080 -0-280 -0.7% 117-040
Low 115-180 115-120 -0-060 -0.2% 115-180
Close 115-220 116-030 0-130 0.4% 115-220
Range 1-180 0-280 -0-220 -44.0% 1-180
ATR 0-313 0-310 -0-002 -0.7% 0-000
Volume 31,374 88,469 57,095 182.0% 77,858
Daily Pivots for day following 24-Aug-2009
Classic Woodie Camarilla DeMark
R4 118-170 118-060 116-184
R3 117-210 117-100 116-107
R2 116-250 116-250 116-081
R1 116-140 116-140 116-056 116-195
PP 115-290 115-290 115-290 115-318
S1 115-180 115-180 116-004 115-235
S2 115-010 115-010 115-299
S3 114-050 114-220 115-273
S4 113-090 113-260 115-196
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
5 117-040 115-120 1-240 1.5% 0-280 0.8% 41% False True 32,651
10 117-040 113-270 3-090 2.8% 0-301 0.8% 69% False False 17,592
20 117-040 113-060 3-300 3.4% 0-304 0.8% 74% False False 9,420
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 0-067
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-310
2.618 118-173
1.618 117-213
1.000 117-040
0.618 116-253
HIGH 116-080
0.618 115-293
0.500 115-260
0.382 115-227
LOW 115-120
0.618 114-267
1.000 114-160
1.618 113-307
2.618 113-027
4.250 111-210
Fisher Pivots for day following 24-Aug-2009
Pivot 1 day 3 day
R1 116-000 116-080
PP 115-290 116-063
S1 115-260 116-047

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

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