ECBOT 10 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 11-Nov-2009
Day Change Summary
Previous Current
10-Nov-2009 11-Nov-2009 Change Change % Previous Week
Open 117-030 117-070 0-040 0.1% 117-050
High 117-160 117-230 0-070 0.2% 117-140
Low 117-010 117-040 0-030 0.1% 116-060
Close 117-060 117-210 0-150 0.4% 117-010
Range 0-150 0-190 0-040 26.7% 1-080
ATR 0-211 0-210 -0-002 -0.7% 0-000
Volume 9,178 16,980 7,802 85.0% 18,896
Daily Pivots for day following 11-Nov-2009
Classic Woodie Camarilla DeMark
R4 119-090 119-020 117-314
R3 118-220 118-150 117-262
R2 118-030 118-030 117-245
R1 117-280 117-280 117-227 117-315
PP 117-160 117-160 117-160 117-178
S1 117-090 117-090 117-193 117-125
S2 116-290 116-290 117-175
S3 116-100 116-220 117-158
S4 115-230 116-030 117-106
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 120-203 120-027 117-230
R3 119-123 118-267 117-120
R2 118-043 118-043 117-083
R1 117-187 117-187 117-047 117-075
PP 116-283 116-283 116-283 116-228
S1 116-107 116-107 116-293 115-315
S2 115-203 115-203 116-257
S3 114-123 115-027 116-220
S4 113-043 113-267 116-110
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-230 116-120 1-110 1.1% 0-160 0.4% 95% True False 6,959
10 117-230 116-040 1-190 1.4% 0-197 0.5% 96% True False 5,384
20 117-230 115-170 2-060 1.9% 0-208 0.6% 97% True False 2,935
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-046
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-078
2.618 119-087
1.618 118-217
1.000 118-100
0.618 118-027
HIGH 117-230
0.618 117-157
0.500 117-135
0.382 117-113
LOW 117-040
0.618 116-243
1.000 116-170
1.618 116-053
2.618 115-183
4.250 114-192
Fisher Pivots for day following 11-Nov-2009
Pivot 1 day 3 day
R1 117-185 117-172
PP 117-160 117-133
S1 117-135 117-095

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

View Archives - Comment on this page... - Back to Index of Symbols