ECBOT 10 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 22-Sep-2009
Day Change Summary
Previous Current
21-Sep-2009 22-Sep-2009 Change Change % Previous Week
Open 116-280 116-275 -0-005 0.0% 117-290
High 117-130 117-065 -0-065 -0.2% 118-045
Low 116-240 116-190 -0-050 -0.1% 116-200
Close 116-260 117-010 0-070 0.2% 116-270
Range 0-210 0-195 -0-015 -7.1% 1-165
ATR 0-265 0-260 -0-005 -1.9% 0-000
Volume 653,200 666,462 13,262 2.0% 4,066,701
Daily Pivots for day following 22-Sep-2009
Classic Woodie Camarilla DeMark
R4 118-247 118-163 117-117
R3 118-052 117-288 117-064
R2 117-177 117-177 117-046
R1 117-093 117-093 117-028 117-135
PP 116-302 116-302 116-302 117-002
S1 116-218 116-218 116-312 116-260
S2 116-107 116-107 116-294
S3 115-232 116-023 116-276
S4 115-037 115-148 116-223
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
5 117-235 116-190 1-045 1.0% 0-264 0.7% 38% False True 799,499
10 118-165 116-180 1-305 1.7% 0-262 0.7% 24% False False 752,689
20 118-165 115-290 2-195 2.2% 0-238 0.6% 43% False False 636,260
40 118-165 113-060 5-105 4.6% 0-271 0.7% 72% False False 322,840
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-076
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 119-254
2.618 118-256
1.618 118-061
1.000 117-260
0.618 117-186
HIGH 117-065
0.618 116-311
0.500 116-288
0.382 116-264
LOW 116-190
0.618 116-069
1.000 115-315
1.618 115-194
2.618 114-319
4.250 114-001
Fisher Pivots for day following 22-Sep-2009
Pivot 1 day 3 day
R1 116-316 117-032
PP 116-302 117-025
S1 116-288 117-018

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

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