ECBOT 10 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 30-Nov-2009
Day Change Summary
Previous Current
27-Nov-2009 30-Nov-2009 Change Change % Previous Week
Open 120-280 120-315 0-035 0.1% 119-165
High 121-215 121-070 -0-145 -0.4% 121-215
Low 120-225 120-270 0-045 0.1% 119-040
Close 121-025 121-055 0-030 0.1% 121-025
Range 0-310 0-120 -0-190 -61.3% 2-175
ATR 0-218 0-211 -0-007 -3.2% 0-000
Volume 1,404,749 705,831 -698,918 -49.8% 4,167,398
Daily Pivots for day following 30-Nov-2009
Classic Woodie Camarilla DeMark
R4 122-065 122-020 121-121
R3 121-265 121-220 121-088
R2 121-145 121-145 121-077
R1 121-100 121-100 121-066 121-122
PP 121-025 121-025 121-025 121-036
S1 120-300 120-300 121-044 121-002
S2 120-225 120-225 121-033
S3 120-105 120-180 121-022
S4 119-305 120-060 120-309
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% 0-208 0.5% 80% False False 974,645
10 121-215 118-295 2-240 2.3% 0-195 0.5% 82% False False 870,127
20 121-215 117-175 4-040 3.4% 0-195 0.5% 88% False False 845,249
40 121-215 116-280 4-255 4.0% 0-211 0.5% 90% False False 847,799
60 121-215 116-180 5-035 4.2% 0-221 0.6% 90% False False 820,077
80 121-215 113-060 8-155 7.0% 0-234 0.6% 94% False False 665,933
100 121-215 113-060 8-155 7.0% 0-244 0.6% 94% False False 532,900
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 0-048
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 122-260
2.618 122-064
1.618 121-264
1.000 121-190
0.618 121-144
HIGH 121-070
0.618 121-024
0.500 121-010
0.382 120-316
LOW 120-270
0.618 120-196
1.000 120-150
1.618 120-076
2.618 119-276
4.250 119-080
Fisher Pivots for day following 30-Nov-2009
Pivot 1 day 3 day
R1 121-040 121-014
PP 121-025 120-293
S1 121-010 120-252

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

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