ECBOT 10 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 25-Sep-2009
Day Change Summary
Previous Current
24-Sep-2009 25-Sep-2009 Change Change % Previous Week
Open 117-125 117-235 0-110 0.3% 116-280
High 117-300 118-045 0-065 0.2% 118-045
Low 117-085 117-170 0-085 0.2% 116-190
Close 117-225 117-315 0-090 0.2% 117-315
Range 0-215 0-195 -0-020 -9.3% 1-175
ATR 0-258 0-253 -0-004 -1.7% 0-000
Volume 853,440 848,695 -4,745 -0.6% 3,689,611
Daily Pivots for day following 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 119-228 119-147 118-102
R3 119-033 118-272 118-049
R2 118-158 118-158 118-031
R1 118-077 118-077 118-013 118-118
PP 117-283 117-283 117-283 117-304
S1 117-202 117-202 117-297 117-242
S2 117-088 117-088 117-279
S3 116-213 117-007 117-261
S4 116-018 116-132 117-208
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 122-068 121-207 118-267
R3 120-213 120-032 118-131
R2 119-038 119-038 118-086
R1 118-177 118-177 118-040 118-268
PP 117-183 117-183 117-183 117-229
S1 117-002 117-002 117-270 117-092
S2 116-008 116-008 117-224
S3 114-153 115-147 117-179
S4 112-298 113-292 117-043
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-045 116-190 1-175 1.3% 0-219 0.6% 90% True False 737,922
10 118-045 116-190 1-175 1.3% 0-248 0.7% 90% True False 775,631
20 118-165 116-030 2-135 2.1% 0-244 0.6% 78% False False 717,243
40 118-165 113-060 5-105 4.5% 0-268 0.7% 90% False False 382,057
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 0-082
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-234
2.618 119-236
1.618 119-041
1.000 118-240
0.618 118-166
HIGH 118-045
0.618 117-291
0.500 117-268
0.382 117-244
LOW 117-170
0.618 117-049
1.000 116-295
1.618 116-174
2.618 115-299
4.250 114-301
Fisher Pivots for day following 25-Sep-2009
Pivot 1 day 3 day
R1 117-299 117-252
PP 117-283 117-188
S1 117-268 117-125

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

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