ECBOT 10 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 08-Sep-2009
Day Change Summary
Previous Current
04-Sep-2009 08-Sep-2009 Change Change % Previous Week
Open 117-205 117-015 -0-190 -0.5% 116-280
High 117-230 117-120 -0-110 -0.3% 118-045
Low 116-300 116-270 -0-030 -0.1% 116-215
Close 117-010 117-005 -0-005 0.0% 117-010
Range 0-250 0-170 -0-080 -32.0% 1-150
ATR 0-268 0-261 -0-007 -2.6% 0-000
Volume 589,017 721,471 132,454 22.5% 3,143,417
Daily Pivots for day following 08-Sep-2009
Classic Woodie Camarilla DeMark
R4 118-215 118-120 117-098
R3 118-045 117-270 117-052
R2 117-195 117-195 117-036
R1 117-100 117-100 117-021 117-062
PP 117-025 117-025 117-025 117-006
S1 116-250 116-250 116-309 116-212
S2 116-175 116-175 116-294
S3 116-005 116-080 116-278
S4 115-155 115-230 116-232
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
5 118-045 116-250 1-115 1.2% 0-223 0.6% 17% False False 682,570
10 118-045 115-290 2-075 1.9% 0-214 0.6% 50% False False 519,830
20 118-045 113-270 4-095 3.7% 0-258 0.7% 74% False False 268,711
40 118-045 113-060 4-305 4.2% 0-277 0.7% 77% False False 134,897
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
4.250 119-202
2.618 118-245
1.618 118-075
1.000 117-290
0.618 117-225
HIGH 117-120
0.618 117-055
0.500 117-035
0.382 117-015
LOW 116-270
0.618 116-165
1.000 116-100
1.618 115-315
2.618 115-145
4.250 114-188
Fisher Pivots for day following 08-Sep-2009
Pivot 1 day 3 day
R1 117-035 117-140
PP 117-025 117-095
S1 117-015 117-050

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

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