ECBOT 10 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 17-Nov-2009
Day Change Summary
Previous Current
16-Nov-2009 17-Nov-2009 Change Change % Previous Week
Open 118-315 119-195 0-200 0.5% 118-140
High 119-230 119-275 0-045 0.1% 119-040
Low 118-295 119-100 0-125 0.3% 118-070
Close 119-220 119-240 0-020 0.1% 118-305
Range 0-255 0-175 -0-080 -31.4% 0-290
ATR 0-219 0-216 -0-003 -1.4% 0-000
Volume 629,928 849,933 220,005 34.9% 3,740,257
Daily Pivots for day following 17-Nov-2009
Classic Woodie Camarilla DeMark
R4 121-090 121-020 120-016
R3 120-235 120-165 119-288
R2 120-060 120-060 119-272
R1 119-310 119-310 119-256 120-025
PP 119-205 119-205 119-205 119-222
S1 119-135 119-135 119-224 119-170
S2 119-030 119-030 119-208
S3 118-175 118-280 119-192
S4 118-000 118-105 119-144
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 121-155 121-040 119-144
R3 120-185 120-070 119-065
R2 119-215 119-215 119-038
R1 119-100 119-100 119-012 119-158
PP 118-245 118-245 118-245 118-274
S1 118-130 118-130 118-278 118-188
S2 117-275 117-275 118-252
S3 116-305 117-160 118-225
S4 116-015 116-190 118-146
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-275 118-080 1-195 1.3% 0-201 0.5% 93% True False 692,860
10 119-275 117-175 2-100 1.9% 0-192 0.5% 95% True False 787,193
20 119-275 116-280 2-315 2.5% 0-220 0.6% 96% True False 853,588
40 119-290 116-205 3-085 2.7% 0-218 0.6% 95% False False 828,645
60 119-290 115-290 4-000 3.3% 0-225 0.6% 96% False False 764,517
80 119-290 113-060 6-230 5.6% 0-245 0.6% 98% False False 575,742
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 0-046
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-059
2.618 121-093
1.618 120-238
1.000 120-130
0.618 120-063
HIGH 119-275
0.618 119-208
0.500 119-188
0.382 119-167
LOW 119-100
0.618 118-312
1.000 118-245
1.618 118-137
2.618 117-282
4.250 116-316
Fisher Pivots for day following 17-Nov-2009
Pivot 1 day 3 day
R1 119-222 119-192
PP 119-205 119-145
S1 119-188 119-098

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

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