ECBOT 10 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 08-Dec-2009
Day Change Summary
Previous Current
07-Dec-2009 08-Dec-2009 Change Change % Previous Week
Open 117-260 118-080 0-140 0.4% 119-250
High 118-120 119-000 0-200 0.5% 120-000
Low 117-205 118-055 0-170 0.5% 117-180
Close 118-065 118-250 0-185 0.5% 117-270
Range 0-235 0-265 0-030 12.8% 2-140
ATR 0-222 0-225 0-003 1.4% 0-000
Volume 1,131,250 664,487 -466,763 -41.3% 3,637,813
Daily Pivots for day following 08-Dec-2009
Classic Woodie Camarilla DeMark
R4 121-043 120-252 119-076
R3 120-098 119-307 119-003
R2 119-153 119-153 118-299
R1 119-042 119-042 118-274 119-098
PP 118-208 118-208 118-208 118-236
S1 118-097 118-097 118-226 118-152
S2 117-263 117-263 118-201
S3 116-318 117-152 118-177
S4 116-053 116-207 118-104
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
5 119-200 117-180 2-020 1.7% 0-267 0.7% 59% False False 852,446
10 120-150 117-180 2-290 2.4% 0-249 0.7% 42% False False 715,794
20 120-150 116-280 3-190 3.0% 0-214 0.6% 53% False False 384,555
40 120-150 115-170 4-300 4.2% 0-211 0.6% 66% False False 193,330
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 0-036
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-166
2.618 121-054
1.618 120-109
1.000 119-265
0.618 119-164
HIGH 119-000
0.618 118-219
0.500 118-188
0.382 118-156
LOW 118-055
0.618 117-211
1.000 117-110
1.618 116-266
2.618 116-001
4.250 114-209
Fisher Pivots for day following 08-Dec-2009
Pivot 1 day 3 day
R1 118-229 118-197
PP 118-208 118-143
S1 118-188 118-090

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

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