ECBOT 10 Year T-Note Future March 2010


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 118-080 118-250 0-170 0.4% 119-250
High 119-000 118-305 -0-015 0.0% 120-000
Low 118-055 118-145 0-090 0.2% 117-180
Close 118-250 118-205 -0-045 -0.1% 117-270
Range 0-265 0-160 -0-105 -39.6% 2-140
ATR 0-225 0-220 -0-005 -2.1% 0-000
Volume 664,487 834,707 170,220 25.6% 3,637,813
Daily Pivots for day following 09-Dec-2009
Classic Woodie Camarilla DeMark
R4 120-058 119-292 118-293
R3 119-218 119-132 118-249
R2 119-058 119-058 118-234
R1 118-292 118-292 118-220 118-255
PP 118-218 118-218 118-218 118-200
S1 118-132 118-132 118-190 118-095
S2 118-058 118-058 118-176
S3 117-218 117-292 118-161
S4 117-058 117-132 118-117
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
5 119-060 117-180 1-200 1.4% 0-266 0.7% 66% False False 873,278
10 120-150 117-180 2-290 2.4% 0-242 0.6% 37% False False 752,879
20 120-150 116-280 3-190 3.0% 0-213 0.6% 49% False False 425,442
40 120-150 115-170 4-300 4.2% 0-210 0.6% 63% False False 214,188
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-032
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 121-025
2.618 120-084
1.618 119-244
1.000 119-145
0.618 119-084
HIGH 118-305
0.618 118-244
0.500 118-225
0.382 118-206
LOW 118-145
0.618 118-046
1.000 117-305
1.618 117-206
2.618 117-046
4.250 116-105
Fisher Pivots for day following 09-Dec-2009
Pivot 1 day 3 day
R1 118-225 118-171
PP 118-218 118-137
S1 118-212 118-102

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

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