ECBOT 10 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 04-Dec-2009
Day Change Summary
Previous Current
03-Dec-2009 04-Dec-2009 Change Change % Previous Week
Open 119-050 118-235 -0-135 -0.4% 119-250
High 119-060 118-295 -0-085 -0.2% 120-000
Low 118-145 117-180 -0-285 -0.8% 117-180
Close 118-235 117-270 -0-285 -0.8% 117-270
Range 0-235 1-115 0-200 85.1% 2-140
ATR 0-205 0-221 0-016 8.0% 0-000
Volume 788,070 947,876 159,806 20.3% 3,637,813
Daily Pivots for day following 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 122-060 121-120 118-189
R3 120-265 120-005 118-070
R2 119-150 119-150 118-030
R1 118-210 118-210 117-310 118-122
PP 118-035 118-035 118-035 117-311
S1 117-095 117-095 117-230 117-008
S2 116-240 116-240 117-190
S3 115-125 115-300 117-150
S4 114-010 114-185 117-031
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 125-250 124-080 119-059
R3 123-110 121-260 118-164
R2 120-290 120-290 118-093
R1 119-120 119-120 118-022 118-295
PP 118-150 118-150 118-150 118-078
S1 116-300 116-300 117-198 116-155
S2 116-010 116-010 117-127
S3 113-190 114-160 117-056
S4 111-050 112-020 116-161
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-000 117-180 2-140 2.1% 0-226 0.6% 12% False True 727,562
10 120-150 117-180 2-290 2.5% 0-236 0.6% 10% False True 573,229
20 120-150 116-280 3-190 3.0% 0-204 0.5% 27% False False 295,308
40 120-150 115-170 4-300 4.2% 0-208 0.6% 47% False False 148,474
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 0-035
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 124-224
2.618 122-154
1.618 121-039
1.000 120-090
0.618 119-244
HIGH 118-295
0.618 118-129
0.500 118-078
0.382 118-026
LOW 117-180
0.618 116-231
1.000 116-065
1.618 115-116
2.618 114-001
4.250 111-251
Fisher Pivots for day following 04-Dec-2009
Pivot 1 day 3 day
R1 118-078 118-190
PP 118-035 118-110
S1 117-312 118-030

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

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