ECBOT 10 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 25-Nov-2009
Day Change Summary
Previous Current
24-Nov-2009 25-Nov-2009 Change Change % Previous Week
Open 119-215 120-055 0-160 0.4% 118-315
High 120-080 120-195 0-115 0.3% 119-315
Low 119-195 119-290 0-095 0.2% 118-295
Close 120-030 120-150 0-120 0.3% 119-180
Range 0-205 0-225 0-020 9.8% 1-020
ATR 0-203 0-205 0-002 0.8% 0-000
Volume 859,730 1,090,177 230,447 26.8% 3,828,050
Daily Pivots for day following 25-Nov-2009
Classic Woodie Camarilla DeMark
R4 122-140 122-050 120-274
R3 121-235 121-145 120-212
R2 121-010 121-010 120-191
R1 120-240 120-240 120-171 120-285
PP 120-105 120-105 120-105 120-128
S1 120-015 120-015 120-129 120-060
S2 119-200 119-200 120-109
S3 118-295 119-110 120-088
S4 118-070 118-205 120-026
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 122-217 122-058 120-047
R3 121-197 121-038 119-274
R2 120-177 120-177 119-242
R1 120-018 120-018 119-211 120-098
PP 119-157 119-157 119-157 119-196
S1 118-318 118-318 119-149 119-078
S2 118-137 118-137 119-118
S3 117-117 117-298 119-086
S4 116-097 116-278 118-313
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-195 119-040 1-155 1.2% 0-190 0.5% 91% True False 867,426
10 120-195 118-080 2-115 2.0% 0-188 0.5% 94% True False 779,840
20 120-195 117-145 3-050 2.6% 0-206 0.5% 96% True False 844,449
40 120-195 116-280 3-235 3.1% 0-216 0.6% 96% True False 847,417
60 120-195 116-180 4-015 3.4% 0-220 0.6% 97% True False 811,110
80 120-195 113-060 7-135 6.2% 0-235 0.6% 98% True False 639,574
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-050
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 123-191
2.618 122-144
1.618 121-239
1.000 121-100
0.618 121-014
HIGH 120-195
0.618 120-109
0.500 120-082
0.382 120-056
LOW 119-290
0.618 119-151
1.000 119-065
1.618 118-246
2.618 118-021
4.250 116-294
Fisher Pivots for day following 25-Nov-2009
Pivot 1 day 3 day
R1 120-128 120-086
PP 120-105 120-022
S1 120-082 119-278

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

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