ECBOT 10 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 16-Sep-2009
Day Change Summary
Previous Current
15-Sep-2009 16-Sep-2009 Change Change % Previous Week
Open 117-135 117-065 -0-070 -0.2% 117-015
High 117-190 117-235 0-045 0.1% 118-165
Low 116-290 116-210 -0-080 -0.2% 116-180
Close 117-060 116-285 -0-095 -0.3% 117-315
Range 0-220 1-025 0-125 56.8% 1-305
ATR 0-260 0-266 0-006 2.3% 0-000
Volume 570,052 795,196 225,144 39.5% 2,862,002
Daily Pivots for day following 16-Sep-2009
Classic Woodie Camarilla DeMark
R4 120-105 119-220 117-155
R3 119-080 118-195 117-060
R2 118-055 118-055 117-028
R1 117-170 117-170 116-317 117-100
PP 117-030 117-030 117-030 116-315
S1 116-145 116-145 116-253 116-075
S2 116-005 116-005 116-222
S3 114-300 115-120 116-190
S4 113-275 114-095 116-095
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
5 118-165 116-210 1-275 1.6% 0-291 0.8% 13% False True 739,705
10 118-165 116-180 1-305 1.7% 0-244 0.7% 17% False False 720,763
20 118-165 115-120 3-045 2.7% 0-252 0.7% 48% False False 484,072
40 118-165 113-060 5-105 4.6% 0-274 0.7% 70% False False 242,865
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-064
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 122-101
2.618 120-178
1.618 119-153
1.000 118-260
0.618 118-128
HIGH 117-235
0.618 117-103
0.500 117-062
0.382 117-022
LOW 116-210
0.618 115-317
1.000 115-185
1.618 114-292
2.618 113-267
4.250 112-024
Fisher Pivots for day following 16-Sep-2009
Pivot 1 day 3 day
R1 117-062 117-128
PP 117-030 117-073
S1 116-318 117-019

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

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