ECBOT 10 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 18-Sep-2009
Day Change Summary
Previous Current
17-Sep-2009 18-Sep-2009 Change Change % Previous Week
Open 116-285 117-130 0-165 0.4% 117-290
High 117-165 117-195 0-030 0.1% 118-045
Low 116-200 116-230 0-030 0.1% 116-200
Close 117-130 116-270 -0-180 -0.5% 116-270
Range 0-285 0-285 0-000 0.0% 1-165
ATR 0-267 0-269 0-001 0.5% 0-000
Volume 1,048,780 833,857 -214,923 -20.5% 4,066,701
Daily Pivots for day following 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 119-233 119-057 117-107
R3 118-268 118-092 117-028
R2 117-303 117-303 117-002
R1 117-127 117-127 116-296 117-072
PP 117-018 117-018 117-018 116-311
S1 116-162 116-162 116-244 116-108
S2 116-053 116-053 116-218
S3 115-088 115-197 116-192
S4 114-123 114-232 116-113
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 121-240 120-260 117-217
R3 120-075 119-095 117-083
R2 118-230 118-230 117-039
R1 117-250 117-250 116-314 117-158
PP 117-065 117-065 117-065 117-019
S1 116-085 116-085 116-226 115-312
S2 115-220 115-220 116-181
S3 114-055 114-240 116-137
S4 112-210 113-075 116-003
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-045 116-200 1-165 1.3% 0-276 0.7% 14% False False 813,340
10 118-165 116-180 1-305 1.7% 0-263 0.7% 14% False False 751,772
20 118-165 115-120 3-045 2.7% 0-257 0.7% 47% False False 576,269
40 118-165 113-060 5-105 4.6% 0-271 0.7% 69% False False 289,860
Crabel Price Patterns
NR False
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 0-073
Fibonacci Retracements and Extensions
4.250 121-126
2.618 119-301
1.618 119-016
1.000 118-160
0.618 118-051
HIGH 117-195
0.618 117-086
0.500 117-052
0.382 117-019
LOW 116-230
0.618 116-054
1.000 115-265
1.618 115-089
2.618 114-124
4.250 112-299
Fisher Pivots for day following 18-Sep-2009
Pivot 1 day 3 day
R1 117-052 117-058
PP 117-018 117-022
S1 116-304 116-306

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

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