ECBOT 10 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 02-Sep-2009
Day Change Summary
Previous Current
01-Sep-2009 02-Sep-2009 Change Change % Previous Week
Open 117-060 117-190 0-130 0.3% 115-240
High 117-245 118-045 0-120 0.3% 116-290
Low 116-250 117-135 0-205 0.5% 115-120
Close 117-170 118-015 0-165 0.4% 116-230
Range 0-315 0-230 -0-085 -27.0% 1-170
ATR 0-281 0-278 -0-004 -1.3% 0-000
Volume 529,813 878,850 349,037 65.9% 1,421,890
Daily Pivots for day following 02-Sep-2009
Classic Woodie Camarilla DeMark
R4 120-008 119-242 118-142
R3 119-098 119-012 118-078
R2 118-188 118-188 118-057
R1 118-102 118-102 118-036 118-145
PP 117-278 117-278 117-278 117-300
S1 117-192 117-192 117-314 117-235
S2 117-048 117-048 117-293
S3 116-138 116-282 117-272
S4 115-228 116-052 117-208
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
5 118-045 116-030 2-015 1.7% 0-249 0.7% 95% True False 571,325
10 118-045 115-120 2-245 2.3% 0-254 0.7% 97% True False 334,188
20 118-045 113-060 4-305 4.2% 0-273 0.7% 98% True False 168,862
40 118-045 113-060 4-305 4.2% 0-280 0.7% 98% True False 84,801
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 0-090
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-062
2.618 120-007
1.618 119-097
1.000 118-275
0.618 118-187
HIGH 118-045
0.618 117-277
0.500 117-250
0.382 117-223
LOW 117-135
0.618 116-313
1.000 116-225
1.618 116-083
2.618 115-173
4.250 114-118
Fisher Pivots for day following 02-Sep-2009
Pivot 1 day 3 day
R1 117-307 117-267
PP 117-278 117-198
S1 117-250 117-130

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

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