ECBOT 10 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 10-Sep-2009
Day Change Summary
Previous Current
09-Sep-2009 10-Sep-2009 Change Change % Previous Week
Open 116-290 117-005 0-035 0.1% 116-280
High 117-045 118-000 0-275 0.7% 118-045
Low 116-180 116-255 0-075 0.2% 116-215
Close 116-300 117-290 0-310 0.8% 117-010
Range 0-185 1-065 0-200 108.1% 1-150
ATR 0-256 0-265 0-009 3.6% 0-000
Volume 626,068 696,492 70,424 11.2% 3,143,417
Daily Pivots for day following 10-Sep-2009
Classic Woodie Camarilla DeMark
R4 121-057 120-238 118-182
R3 119-312 119-173 118-076
R2 118-247 118-247 118-041
R1 118-108 118-108 118-005 118-178
PP 117-182 117-182 117-182 117-216
S1 117-043 117-043 117-255 117-112
S2 116-117 116-117 117-219
S3 115-052 115-298 117-184
S4 113-307 114-233 117-078
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
5 118-010 116-180 1-150 1.2% 0-228 0.6% 91% False False 665,349
10 118-045 116-030 2-015 1.7% 0-238 0.6% 89% False False 618,337
20 118-045 114-070 3-295 3.3% 0-254 0.7% 94% False False 334,613
40 118-045 113-060 4-305 4.2% 0-280 0.7% 95% False False 167,844
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-068
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 123-036
2.618 121-048
1.618 119-303
1.000 119-065
0.618 118-238
HIGH 118-000
0.618 117-173
0.500 117-128
0.382 117-082
LOW 116-255
0.618 116-017
1.000 115-190
1.618 114-272
2.618 113-207
4.250 111-219
Fisher Pivots for day following 10-Sep-2009
Pivot 1 day 3 day
R1 117-236 117-223
PP 117-182 117-157
S1 117-128 117-090

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

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