ECBOT 10 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 10-Dec-2009
Day Change Summary
Previous Current
09-Dec-2009 10-Dec-2009 Change Change % Previous Week
Open 118-250 118-165 -0-085 -0.2% 119-250
High 118-305 118-215 -0-090 -0.2% 120-000
Low 118-145 117-245 -0-220 -0.6% 117-180
Close 118-205 118-055 -0-150 -0.4% 117-270
Range 0-160 0-290 0-130 81.3% 2-140
ATR 0-220 0-225 0-005 2.3% 0-000
Volume 834,707 793,164 -41,543 -5.0% 3,637,813
Daily Pivots for day following 10-Dec-2009
Classic Woodie Camarilla DeMark
R4 120-295 120-145 118-214
R3 120-005 119-175 118-135
R2 119-035 119-035 118-108
R1 118-205 118-205 118-082 118-135
PP 118-065 118-065 118-065 118-030
S1 117-235 117-235 118-028 117-165
S2 117-095 117-095 118-002
S3 116-125 116-265 117-295
S4 115-155 115-295 117-216
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
5 119-000 117-180 1-140 1.2% 0-277 0.7% 42% False False 874,296
10 120-150 117-180 2-290 2.5% 0-247 0.7% 21% False False 785,809
20 120-150 117-120 3-030 2.6% 0-215 0.6% 26% False False 465,049
40 120-150 115-170 4-300 4.2% 0-213 0.6% 53% False False 234,003
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 122-168
2.618 121-014
1.618 120-044
1.000 119-185
0.618 119-074
HIGH 118-215
0.618 118-104
0.500 118-070
0.382 118-036
LOW 117-245
0.618 117-066
1.000 116-275
1.618 116-096
2.618 115-126
4.250 113-292
Fisher Pivots for day following 10-Dec-2009
Pivot 1 day 3 day
R1 118-070 118-122
PP 118-065 118-100
S1 118-060 118-078

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

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