ECBOT 10 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 09-Sep-2009
Day Change Summary
Previous Current
08-Sep-2009 09-Sep-2009 Change Change % Previous Week
Open 117-015 116-290 -0-045 -0.1% 116-280
High 117-120 117-045 -0-075 -0.2% 118-045
Low 116-270 116-180 -0-090 -0.2% 116-215
Close 117-005 116-300 -0-025 -0.1% 117-010
Range 0-170 0-185 0-015 8.8% 1-150
ATR 0-261 0-256 -0-005 -2.1% 0-000
Volume 721,471 626,068 -95,403 -13.2% 3,143,417
Daily Pivots for day following 09-Sep-2009
Classic Woodie Camarilla DeMark
R4 118-197 118-113 117-082
R3 118-012 117-248 117-031
R2 117-147 117-147 117-014
R1 117-063 117-063 116-317 117-105
PP 116-282 116-282 116-282 116-302
S1 116-198 116-198 116-283 116-240
S2 116-097 116-097 116-266
S3 115-232 116-013 116-249
S4 115-047 115-148 116-198
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
5 118-045 116-180 1-185 1.3% 0-197 0.5% 24% False True 701,821
10 118-045 116-030 2-015 1.8% 0-213 0.6% 41% False False 570,624
20 118-045 114-000 4-045 3.5% 0-252 0.7% 71% False False 299,956
40 118-045 113-060 4-305 4.2% 0-276 0.7% 76% False False 150,500
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 0-066
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-191
2.618 118-209
1.618 118-024
1.000 117-230
0.618 117-159
HIGH 117-045
0.618 116-294
0.500 116-272
0.382 116-251
LOW 116-180
0.618 116-066
1.000 115-315
1.618 115-201
2.618 115-016
4.250 114-034
Fisher Pivots for day following 09-Sep-2009
Pivot 1 day 3 day
R1 116-291 117-045
PP 116-282 117-023
S1 116-272 117-002

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

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