ECBOT 10 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 17-Sep-2009
Day Change Summary
Previous Current
16-Sep-2009 17-Sep-2009 Change Change % Previous Week
Open 117-065 116-285 -0-100 -0.3% 117-015
High 117-235 117-165 -0-070 -0.2% 118-165
Low 116-210 116-200 -0-010 0.0% 116-180
Close 116-285 117-130 0-165 0.4% 117-315
Range 1-025 0-285 -0-060 -17.4% 1-305
ATR 0-266 0-267 0-001 0.5% 0-000
Volume 795,196 1,048,780 253,584 31.9% 2,862,002
Daily Pivots for day following 17-Sep-2009
Classic Woodie Camarilla DeMark
R4 119-273 119-167 117-287
R3 118-308 118-202 117-208
R2 118-023 118-023 117-182
R1 117-237 117-237 117-156 117-290
PP 117-058 117-058 117-058 117-085
S1 116-272 116-272 117-104 117-005
S2 116-093 116-093 117-078
S3 115-128 115-307 117-052
S4 114-163 115-022 116-293
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
5 118-165 116-200 1-285 1.6% 0-271 0.7% 41% False True 810,163
10 118-165 116-180 1-305 1.7% 0-250 0.7% 43% False False 737,756
20 118-165 115-120 3-045 2.7% 0-252 0.7% 65% False False 535,972
40 118-165 113-060 5-105 4.5% 0-275 0.7% 79% False False 269,023
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 0-068
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-096
2.618 119-271
1.618 118-306
1.000 118-130
0.618 118-021
HIGH 117-165
0.618 117-056
0.500 117-022
0.382 116-309
LOW 116-200
0.618 116-024
1.000 115-235
1.618 115-059
2.618 114-094
4.250 112-269
Fisher Pivots for day following 17-Sep-2009
Pivot 1 day 3 day
R1 117-094 117-106
PP 117-058 117-082
S1 117-022 117-058

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

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