ECBOT 10 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 09-Dec-2009
Day Change Summary
Previous Current
08-Dec-2009 09-Dec-2009 Change Change % Previous Week
Open 119-215 120-050 0-155 0.4% 120-315
High 120-115 120-100 -0-015 0.0% 121-070
Low 119-200 119-250 0-050 0.1% 118-300
Close 120-045 120-010 -0-035 -0.1% 119-065
Range 0-235 0-170 -0-065 -27.7% 2-090
ATR 0-220 0-217 -0-004 -1.6% 0-000
Volume 17,961 21,503 3,542 19.7% 1,147,281
Daily Pivots for day following 09-Dec-2009
Classic Woodie Camarilla DeMark
R4 121-203 121-117 120-104
R3 121-033 120-267 120-057
R2 120-183 120-183 120-041
R1 120-097 120-097 120-026 120-055
PP 120-013 120-013 120-013 119-312
S1 119-247 119-247 119-314 119-205
S2 119-163 119-163 119-299
S3 118-313 119-077 119-283
S4 118-143 118-227 119-236
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
5 120-140 118-300 1-160 1.2% 0-249 0.6% 73% False False 41,572
10 121-215 118-300 2-235 2.3% 0-220 0.6% 40% False False 373,326
20 121-215 118-080 3-135 2.9% 0-204 0.5% 52% False False 560,911
40 121-215 116-280 4-255 4.0% 0-213 0.6% 66% False False 721,122
60 121-215 116-190 5-025 4.2% 0-218 0.6% 68% False False 748,287
80 121-215 115-120 6-095 5.2% 0-224 0.6% 74% False False 672,352
100 121-215 113-060 8-155 7.1% 0-242 0.6% 81% False False 538,177
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0-034
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 122-182
2.618 121-225
1.618 121-055
1.000 120-270
0.618 120-205
HIGH 120-100
0.618 120-035
0.500 120-015
0.382 119-315
LOW 119-250
0.618 119-145
1.000 119-080
1.618 118-295
2.618 118-125
4.250 117-168
Fisher Pivots for day following 09-Dec-2009
Pivot 1 day 3 day
R1 120-015 119-294
PP 120-013 119-258
S1 120-012 119-222

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

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