ECBOT 10 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 24-Sep-2009
Day Change Summary
Previous Current
23-Sep-2009 24-Sep-2009 Change Change % Previous Week
Open 117-030 117-125 0-095 0.3% 117-290
High 117-165 117-300 0-135 0.4% 118-045
Low 116-205 117-085 0-200 0.5% 116-200
Close 117-140 117-225 0-085 0.2% 116-270
Range 0-280 0-215 -0-065 -23.2% 1-165
ATR 0-261 0-258 -0-003 -1.3% 0-000
Volume 667,814 853,440 185,626 27.8% 4,066,701
Daily Pivots for day following 24-Sep-2009
Classic Woodie Camarilla DeMark
R4 119-208 119-112 118-023
R3 118-313 118-217 117-284
R2 118-098 118-098 117-264
R1 118-002 118-002 117-245 118-050
PP 117-203 117-203 117-203 117-228
S1 117-107 117-107 117-205 117-155
S2 116-308 116-308 117-186
S3 116-093 116-212 117-166
S4 115-198 115-317 117-107
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
5 117-300 116-190 1-110 1.1% 0-237 0.6% 83% True False 734,954
10 118-165 116-190 1-295 1.6% 0-254 0.7% 58% False False 772,558
20 118-165 116-030 2-135 2.1% 0-246 0.7% 66% False False 695,448
40 118-165 113-060 5-105 4.5% 0-269 0.7% 85% False False 360,853
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 True
Bear Hook False
Bull Hook False
Stretch 0-080
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-254
2.618 119-223
1.618 119-008
1.000 118-195
0.618 118-113
HIGH 117-300
0.618 117-218
0.500 117-192
0.382 117-167
LOW 117-085
0.618 116-272
1.000 116-190
1.618 116-057
2.618 115-162
4.250 114-131
Fisher Pivots for day following 24-Sep-2009
Pivot 1 day 3 day
R1 117-214 117-178
PP 117-203 117-132
S1 117-192 117-085

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

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