ECBOT 10 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 28-Aug-2009
Day Change Summary
Previous Current
27-Aug-2009 28-Aug-2009 Change Change % Previous Week
Open 116-220 116-170 -0-050 -0.1% 115-240
High 116-290 116-280 -0-010 0.0% 116-290
Low 116-040 116-030 -0-010 0.0% 115-120
Close 116-170 116-230 0-060 0.2% 116-230
Range 0-250 0-250 0-000 0.0% 1-170
ATR 0-287 0-285 -0-003 -0.9% 0-000
Volume 412,785 583,143 170,358 41.3% 1,421,890
Daily Pivots for day following 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 118-290 118-190 117-048
R3 118-040 117-260 116-299
R2 117-110 117-110 116-276
R1 117-010 117-010 116-253 117-060
PP 116-180 116-180 116-180 116-205
S1 116-080 116-080 116-207 116-130
S2 115-250 115-250 116-184
S3 115-000 115-150 116-161
S4 114-070 114-220 116-092
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 120-297 120-113 117-180
R3 119-127 118-263 117-045
R2 117-277 117-277 117-000
R1 117-093 117-093 116-275 117-185
PP 116-107 116-107 116-107 116-152
S1 115-243 115-243 116-185 116-015
S2 114-257 114-257 116-140
S3 113-087 114-073 116-095
S4 111-237 112-223 115-280
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-290 115-120 1-170 1.3% 0-222 0.6% 88% False False 284,378
10 117-040 115-120 1-240 1.5% 0-238 0.6% 77% False False 149,974
20 117-040 113-060 3-300 3.4% 0-284 0.8% 90% False False 75,949
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-069
Fibonacci Retracements and Extensions
4.250 120-062
2.618 118-294
1.618 118-044
1.000 117-210
0.618 117-114
HIGH 116-280
0.618 116-184
0.500 116-155
0.382 116-126
LOW 116-030
0.618 115-196
1.000 115-100
1.618 114-266
2.618 114-016
4.250 112-248
Fisher Pivots for day following 28-Aug-2009
Pivot 1 day 3 day
R1 116-205 116-207
PP 116-180 116-183
S1 116-155 116-160

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

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