ECBOT 10 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 07-Dec-2009
Day Change Summary
Previous Current
04-Dec-2009 07-Dec-2009 Change Change % Previous Week
Open 120-020 119-010 -1-010 -0.9% 120-315
High 120-070 119-235 -0-155 -0.4% 121-070
Low 118-300 119-010 0-030 0.1% 118-300
Close 119-065 119-185 0-120 0.3% 119-065
Range 1-090 0-225 -0-185 -45.1% 2-090
ATR 0-218 0-218 0-001 0.2% 0-000
Volume 56,889 51,589 -5,300 -9.3% 1,147,281
Daily Pivots for day following 07-Dec-2009
Classic Woodie Camarilla DeMark
R4 121-178 121-087 119-309
R3 120-273 120-182 119-247
R2 120-048 120-048 119-226
R1 119-277 119-277 119-206 120-002
PP 119-143 119-143 119-143 119-166
S1 119-052 119-052 119-164 119-098
S2 118-238 118-238 119-144
S3 118-013 118-147 119-123
S4 117-108 117-242 119-061
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 126-202 125-063 120-146
R3 124-112 122-293 119-266
R2 122-022 122-022 119-199
R1 120-203 120-203 119-132 120-068
PP 119-252 119-252 119-252 119-184
S1 118-113 118-113 118-318 117-298
S2 117-162 117-162 118-251
S3 115-072 116-023 118-184
S4 112-302 113-253 117-304
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-065 118-300 2-085 1.9% 0-229 0.6% 28% False False 98,607
10 121-215 118-300 2-235 2.3% 0-218 0.6% 23% False False 536,626
20 121-215 118-070 3-145 2.9% 0-199 0.5% 39% False False 646,728
40 121-215 116-280 4-255 4.0% 0-212 0.6% 56% False False 750,187
60 121-215 116-190 5-025 4.2% 0-220 0.6% 59% False False 770,777
80 121-215 115-110 6-105 5.3% 0-225 0.6% 67% False False 671,925
100 121-215 113-060 8-155 7.1% 0-244 0.6% 75% False False 537,783
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-036
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-231
2.618 121-184
1.618 120-279
1.000 120-140
0.618 120-054
HIGH 119-235
0.618 119-149
0.500 119-122
0.382 119-096
LOW 119-010
0.618 118-191
1.000 118-105
1.618 117-286
2.618 117-061
4.250 116-014
Fisher Pivots for day following 07-Dec-2009
Pivot 1 day 3 day
R1 119-164 119-220
PP 119-143 119-208
S1 119-122 119-197

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

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