ECBOT 10 Year T-Note Future March 2010


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 118-235 117-260 -0-295 -0.8% 119-250
High 118-295 118-120 -0-175 -0.5% 120-000
Low 117-180 117-205 0-025 0.1% 117-180
Close 117-270 118-065 0-115 0.3% 117-270
Range 1-115 0-235 -0-200 -46.0% 2-140
ATR 0-221 0-222 0-001 0.5% 0-000
Volume 947,876 1,131,250 183,374 19.3% 3,637,813
Daily Pivots for day following 07-Dec-2009
Classic Woodie Camarilla DeMark
R4 120-088 119-312 118-194
R3 119-173 119-077 118-130
R2 118-258 118-258 118-108
R1 118-162 118-162 118-087 118-210
PP 118-023 118-023 118-023 118-048
S1 117-247 117-247 118-043 117-295
S2 117-108 117-108 118-022
S3 116-193 117-012 118-000
S4 115-278 116-097 117-256
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
5 119-315 117-180 2-135 2.0% 0-248 0.7% 26% False False 846,441
10 120-150 117-180 2-290 2.5% 0-242 0.6% 22% False False 673,921
20 120-150 116-280 3-190 3.0% 0-209 0.6% 37% False False 351,790
40 120-150 115-170 4-300 4.2% 0-209 0.6% 54% False False 176,722
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
4.250 121-159
2.618 120-095
1.618 119-180
1.000 119-035
0.618 118-265
HIGH 118-120
0.618 118-030
0.500 118-002
0.382 117-295
LOW 117-205
0.618 117-060
1.000 116-290
1.618 116-145
2.618 115-230
4.250 114-166
Fisher Pivots for day following 07-Dec-2009
Pivot 1 day 3 day
R1 118-044 118-120
PP 118-023 118-102
S1 118-002 118-083

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

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