ECBOT 10 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 04-Sep-2009
Day Change Summary
Previous Current
03-Sep-2009 04-Sep-2009 Change Change % Previous Week
Open 118-000 117-205 -0-115 -0.3% 116-280
High 118-010 117-230 -0-100 -0.3% 118-045
Low 117-180 116-300 -0-200 -0.5% 116-215
Close 117-240 117-010 -0-230 -0.6% 117-010
Range 0-150 0-250 0-100 66.7% 1-150
ATR 0-269 0-268 -0-001 -0.2% 0-000
Volume 693,699 589,017 -104,682 -15.1% 3,143,417
Daily Pivots for day following 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 119-183 119-027 117-148
R3 118-253 118-097 117-079
R2 118-003 118-003 117-056
R1 117-167 117-167 117-033 117-120
PP 117-073 117-073 117-073 117-050
S1 116-237 116-237 116-307 116-190
S2 116-143 116-143 116-284
S3 115-213 115-307 116-261
S4 114-283 115-057 116-192
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 121-220 120-265 117-268
R3 120-070 119-115 117-139
R2 118-240 118-240 117-096
R1 117-285 117-285 117-053 118-102
PP 117-090 117-090 117-090 117-159
S1 116-135 116-135 116-287 116-272
S2 115-260 115-260 116-244
S3 114-110 114-305 116-201
S4 112-280 113-155 116-072
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-045 116-215 1-150 1.3% 0-229 0.6% 24% False False 628,683
10 118-045 115-120 2-245 2.4% 0-226 0.6% 60% False False 456,530
20 118-045 113-070 4-295 4.2% 0-265 0.7% 77% False False 232,731
40 118-045 113-060 4-305 4.2% 0-279 0.7% 78% False False 116,861
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-072
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-012
2.618 119-244
1.618 118-314
1.000 118-160
0.618 118-064
HIGH 117-230
0.618 117-134
0.500 117-105
0.382 117-076
LOW 116-300
0.618 116-146
1.000 116-050
1.618 115-216
2.618 114-286
4.250 113-198
Fisher Pivots for day following 04-Sep-2009
Pivot 1 day 3 day
R1 117-105 117-172
PP 117-073 117-118
S1 117-042 117-064

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

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