ECBOT 10 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 28-Sep-2009
Day Change Summary
Previous Current
25-Sep-2009 28-Sep-2009 Change Change % Previous Week
Open 117-235 118-015 0-100 0.3% 116-280
High 118-045 118-100 0-055 0.1% 118-045
Low 117-170 117-275 0-105 0.3% 116-190
Close 117-315 118-060 0-065 0.2% 117-315
Range 0-195 0-145 -0-050 -25.6% 1-175
ATR 0-253 0-246 -0-008 -3.1% 0-000
Volume 848,695 749,418 -99,277 -11.7% 3,689,611
Daily Pivots for day following 28-Sep-2009
Classic Woodie Camarilla DeMark
R4 119-153 119-092 118-140
R3 119-008 118-267 118-100
R2 118-183 118-183 118-087
R1 118-122 118-122 118-073 118-152
PP 118-038 118-038 118-038 118-054
S1 117-297 117-297 118-047 118-008
S2 117-213 117-213 118-033
S3 117-068 117-152 118-020
S4 116-243 117-007 117-300
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
5 118-100 116-190 1-230 1.5% 0-206 0.5% 93% True False 757,165
10 118-100 116-190 1-230 1.5% 0-238 0.6% 93% True False 768,691
20 118-165 116-180 1-305 1.7% 0-238 0.6% 83% False False 725,557
40 118-165 113-060 5-105 4.5% 0-261 0.7% 94% False False 400,753
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 0-080
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 120-076
2.618 119-160
1.618 119-015
1.000 118-245
0.618 118-190
HIGH 118-100
0.618 118-045
0.500 118-028
0.382 118-010
LOW 117-275
0.618 117-185
1.000 117-130
1.618 117-040
2.618 116-215
4.250 115-299
Fisher Pivots for day following 28-Sep-2009
Pivot 1 day 3 day
R1 118-049 118-018
PP 118-038 117-295
S1 118-028 117-252

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

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