ECBOT 10 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 05-Nov-2009
Day Change Summary
Previous Current
04-Nov-2009 05-Nov-2009 Change Change % Previous Week
Open 118-060 117-285 -0-095 -0.3% 117-135
High 118-085 118-070 -0-015 0.0% 118-225
Low 117-175 117-245 0-070 0.2% 116-280
Close 117-265 118-025 0-080 0.2% 118-195
Range 0-230 0-145 -0-085 -37.0% 1-265
ATR 0-241 0-234 -0-007 -2.8% 0-000
Volume 930,628 958,980 28,352 3.0% 4,855,675
Daily Pivots for day following 05-Nov-2009
Classic Woodie Camarilla DeMark
R4 119-122 119-058 118-105
R3 118-297 118-233 118-065
R2 118-152 118-152 118-052
R1 118-088 118-088 118-038 118-120
PP 118-007 118-007 118-007 118-022
S1 117-263 117-263 118-012 117-295
S2 117-182 117-182 117-318
S3 117-037 117-118 117-305
S4 116-212 116-293 117-265
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 123-175 122-290 119-197
R3 121-230 121-025 119-036
R2 119-285 119-285 118-302
R1 119-080 119-080 118-249 119-182
PP 118-020 118-020 118-020 118-071
S1 117-135 117-135 118-141 117-238
S2 116-075 116-075 118-088
S3 114-130 115-190 118-034
S4 112-185 113-245 117-193
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-285 117-175 1-110 1.1% 0-234 0.6% 40% False False 959,547
10 118-285 116-280 2-005 1.7% 0-241 0.6% 60% False False 940,457
20 119-085 116-280 2-125 2.0% 0-233 0.6% 50% False False 861,136
40 119-290 116-190 3-100 2.8% 0-230 0.6% 45% False False 834,195
60 119-290 114-070 5-220 4.8% 0-238 0.6% 68% False False 667,668
80 119-290 113-060 6-230 5.7% 0-255 0.7% 73% False False 501,020
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-040
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 120-046
2.618 119-130
1.618 118-305
1.000 118-215
0.618 118-160
HIGH 118-070
0.618 118-015
0.500 117-318
0.382 117-300
LOW 117-245
0.618 117-155
1.000 117-100
1.618 117-010
2.618 116-185
4.250 115-269
Fisher Pivots for day following 05-Nov-2009
Pivot 1 day 3 day
R1 118-016 118-070
PP 118-007 118-055
S1 117-318 118-040

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

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