ECBOT 10 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 11-Dec-2009
Day Change Summary
Previous Current
10-Dec-2009 11-Dec-2009 Change Change % Previous Week
Open 118-165 118-025 -0-140 -0.4% 117-260
High 118-215 118-050 -0-165 -0.4% 119-000
Low 117-245 117-135 -0-110 -0.3% 117-135
Close 118-055 117-215 -0-160 -0.4% 117-215
Range 0-290 0-235 -0-055 -19.0% 1-185
ATR 0-225 0-226 0-001 0.5% 0-000
Volume 793,164 843,626 50,462 6.4% 4,267,234
Daily Pivots for day following 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 119-305 119-175 118-024
R3 119-070 118-260 117-280
R2 118-155 118-155 117-258
R1 118-025 118-025 117-237 117-292
PP 117-240 117-240 117-240 117-214
S1 117-110 117-110 117-193 117-058
S2 117-005 117-005 117-172
S3 116-090 116-195 117-150
S4 115-175 115-280 117-086
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 122-245 121-255 118-173
R3 121-060 120-070 118-034
R2 119-195 119-195 117-308
R1 118-205 118-205 117-261 118-108
PP 118-010 118-010 118-010 117-281
S1 117-020 117-020 117-169 116-242
S2 116-145 116-145 117-122
S3 114-280 115-155 117-076
S4 113-095 113-290 116-257
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-000 117-135 1-185 1.3% 0-237 0.6% 16% False True 853,446
10 120-000 117-135 2-185 2.2% 0-232 0.6% 10% False True 790,504
20 120-150 117-135 3-015 2.6% 0-222 0.6% 8% False True 506,749
40 120-150 115-170 4-300 4.2% 0-214 0.6% 43% False False 255,090
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-038
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-089
2.618 120-025
1.618 119-110
1.000 118-285
0.618 118-195
HIGH 118-050
0.618 117-280
0.500 117-252
0.382 117-225
LOW 117-135
0.618 116-310
1.000 116-220
1.618 116-075
2.618 115-160
4.250 114-096
Fisher Pivots for day following 11-Dec-2009
Pivot 1 day 3 day
R1 117-252 118-060
PP 117-240 118-005
S1 117-228 117-270

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

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