ECBOT 10 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 14-Sep-2009
Day Change Summary
Previous Current
11-Sep-2009 14-Sep-2009 Change Change % Previous Week
Open 117-270 117-290 0-020 0.1% 117-015
High 118-165 118-045 -0-120 -0.3% 118-165
Low 117-225 117-120 -0-105 -0.3% 116-180
Close 117-315 117-175 -0-140 -0.4% 117-315
Range 0-260 0-245 -0-015 -5.8% 1-305
ATR 0-265 0-263 -0-001 -0.5% 0-000
Volume 817,971 818,816 845 0.1% 2,862,002
Daily Pivots for day following 14-Sep-2009
Classic Woodie Camarilla DeMark
R4 119-315 119-170 117-310
R3 119-070 118-245 117-242
R2 118-145 118-145 117-220
R1 118-000 118-000 117-197 117-270
PP 117-220 117-220 117-220 117-195
S1 117-075 117-075 117-153 117-025
S2 116-295 116-295 117-130
S3 116-050 116-150 117-108
S4 115-125 115-225 117-040
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% 0-249 0.7% 50% False False 736,163
10 118-165 116-180 1-305 1.7% 0-239 0.6% 50% False False 682,423
20 118-165 115-120 3-045 2.7% 0-238 0.6% 69% False False 416,199
40 118-165 113-060 5-105 4.5% 0-280 0.7% 82% False False 208,761
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 0-062
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-126
2.618 120-046
1.618 119-121
1.000 118-290
0.618 118-196
HIGH 118-045
0.618 117-271
0.500 117-242
0.382 117-214
LOW 117-120
0.618 116-289
1.000 116-195
1.618 116-044
2.618 115-119
4.250 114-039
Fisher Pivots for day following 14-Sep-2009
Pivot 1 day 3 day
R1 117-242 117-210
PP 117-220 117-198
S1 117-198 117-187

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

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