ECBOT 10 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 27-Nov-2009
Day Change Summary
Previous Current
25-Nov-2009 27-Nov-2009 Change Change % Previous Week
Open 120-055 120-280 0-225 0.6% 119-165
High 120-195 121-215 1-020 0.9% 121-215
Low 119-290 120-225 0-255 0.7% 119-040
Close 120-150 121-025 0-195 0.5% 121-025
Range 0-225 0-310 0-085 37.8% 2-175
ATR 0-205 0-218 0-013 6.3% 0-000
Volume 1,090,177 1,404,749 314,572 28.9% 4,167,398
Daily Pivots for day following 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 124-018 123-172 121-196
R3 123-028 122-182 121-110
R2 122-038 122-038 121-082
R1 121-192 121-192 121-053 121-275
PP 121-048 121-048 121-048 121-090
S1 120-202 120-202 120-317 120-285
S2 120-058 120-058 120-288
S3 119-068 119-212 120-260
S4 118-078 118-222 120-174
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 128-085 127-070 122-153
R3 125-230 124-215 121-249
R2 123-055 123-055 121-174
R1 122-040 122-040 121-100 122-208
PP 120-200 120-200 120-200 120-284
S1 119-185 119-185 120-270 120-032
S2 118-025 118-025 120-196
S3 115-170 117-010 120-121
S4 112-315 114-155 119-217
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-215 119-040 2-175 2.1% 0-218 0.6% 77% True False 993,203
10 121-215 118-240 2-295 2.4% 0-193 0.5% 80% True False 896,525
20 121-215 117-175 4-040 3.4% 0-206 0.5% 86% True False 864,782
40 121-215 116-280 4-255 4.0% 0-214 0.6% 88% True False 859,056
60 121-215 116-180 5-035 4.2% 0-222 0.6% 88% True False 819,875
80 121-215 113-060 8-155 7.0% 0-235 0.6% 93% True False 657,121
100 121-215 113-060 8-155 7.0% 0-245 0.6% 93% True False 525,845
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 0-048
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 125-252
2.618 124-067
1.618 123-077
1.000 122-205
0.618 122-087
HIGH 121-215
0.618 121-097
0.500 121-060
0.382 121-023
LOW 120-225
0.618 120-033
1.000 119-235
1.618 119-043
2.618 118-053
4.250 116-188
Fisher Pivots for day following 27-Nov-2009
Pivot 1 day 3 day
R1 121-060 120-298
PP 121-048 120-252
S1 121-037 120-205

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

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