ECBOT 10 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 11-Sep-2009
Day Change Summary
Previous Current
10-Sep-2009 11-Sep-2009 Change Change % Previous Week
Open 117-005 117-270 0-265 0.7% 117-015
High 118-000 118-165 0-165 0.4% 118-165
Low 116-255 117-225 0-290 0.8% 116-180
Close 117-290 117-315 0-025 0.1% 117-315
Range 1-065 0-260 -0-125 -32.5% 1-305
ATR 0-265 0-265 0-000 -0.1% 0-000
Volume 696,492 817,971 121,479 17.4% 2,862,002
Daily Pivots for day following 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 120-162 120-018 118-138
R3 119-222 119-078 118-066
R2 118-282 118-282 118-043
R1 118-138 118-138 118-019 118-210
PP 118-022 118-022 118-022 118-058
S1 117-198 117-198 117-291 117-270
S2 117-082 117-082 117-267
S3 116-142 116-258 117-244
S4 115-202 115-318 117-172
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 123-175 122-230 119-019
R3 121-190 120-245 118-167
R2 119-205 119-205 118-110
R1 118-260 118-260 118-052 119-072
PP 117-220 117-220 117-220 117-286
S1 116-275 116-275 117-258 117-088
S2 115-235 115-235 117-200
S3 113-250 114-290 117-143
S4 111-265 112-305 116-291
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-165 116-180 1-305 1.7% 0-250 0.7% 73% True False 690,203
10 118-165 116-030 2-135 2.1% 0-240 0.6% 78% True False 658,856
20 118-165 115-110 3-055 2.7% 0-243 0.6% 83% True False 375,371
40 118-165 113-060 5-105 4.5% 0-281 0.7% 90% True False 188,293
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 0-065
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-310
2.618 120-206
1.618 119-266
1.000 119-105
0.618 119-006
HIGH 118-165
0.618 118-066
0.500 118-035
0.382 118-004
LOW 117-225
0.618 117-064
1.000 116-285
1.618 116-124
2.618 115-184
4.250 114-080
Fisher Pivots for day following 11-Sep-2009
Pivot 1 day 3 day
R1 118-035 117-268
PP 118-022 117-220
S1 118-008 117-172

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

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