ECBOT 10 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 15-Sep-2009
Day Change Summary
Previous Current
14-Sep-2009 15-Sep-2009 Change Change % Previous Week
Open 117-290 117-135 -0-155 -0.4% 117-015
High 118-045 117-190 -0-175 -0.5% 118-165
Low 117-120 116-290 -0-150 -0.4% 116-180
Close 117-175 117-060 -0-115 -0.3% 117-315
Range 0-245 0-220 -0-025 -10.2% 1-305
ATR 0-263 0-260 -0-003 -1.2% 0-000
Volume 818,816 570,052 -248,764 -30.4% 2,862,002
Daily Pivots for day following 15-Sep-2009
Classic Woodie Camarilla DeMark
R4 119-093 118-297 117-181
R3 118-193 118-077 117-120
R2 117-293 117-293 117-100
R1 117-177 117-177 117-080 117-125
PP 117-073 117-073 117-073 117-048
S1 116-277 116-277 117-040 116-225
S2 116-173 116-173 117-020
S3 115-273 116-057 117-000
S4 115-053 115-157 116-259
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% 0-259 0.7% 32% False False 705,879
10 118-165 116-180 1-305 1.7% 0-241 0.6% 32% False False 694,224
20 118-165 115-120 3-045 2.7% 0-242 0.6% 58% False False 444,548
40 118-165 113-060 5-105 4.5% 0-278 0.7% 75% False False 223,011
Crabel Price Patterns
NR True
NR4 True
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 0-060
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 120-165
2.618 119-126
1.618 118-226
1.000 118-090
0.618 118-006
HIGH 117-190
0.618 117-106
0.500 117-080
0.382 117-054
LOW 116-290
0.618 116-154
1.000 116-070
1.618 115-254
2.618 115-034
4.250 113-315
Fisher Pivots for day following 15-Sep-2009
Pivot 1 day 3 day
R1 117-080 117-228
PP 117-073 117-172
S1 117-067 117-116

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

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