ECBOT 10 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 15-Dec-2009
Day Change Summary
Previous Current
14-Dec-2009 15-Dec-2009 Change Change % Previous Week
Open 117-190 117-165 -0-025 -0.1% 117-260
High 117-290 117-215 -0-075 -0.2% 119-000
Low 117-150 117-000 -0-150 -0.4% 117-135
Close 117-180 117-045 -0-135 -0.4% 117-215
Range 0-140 0-215 0-075 53.6% 1-185
ATR 0-220 0-220 0-000 -0.2% 0-000
Volume 885,674 502,059 -383,615 -43.3% 4,267,234
Daily Pivots for day following 15-Dec-2009
Classic Woodie Camarilla DeMark
R4 119-092 118-283 117-163
R3 118-197 118-068 117-104
R2 117-302 117-302 117-084
R1 117-173 117-173 117-065 117-130
PP 117-087 117-087 117-087 117-065
S1 116-278 116-278 117-025 116-235
S2 116-192 116-192 117-006
S3 115-297 116-063 116-306
S4 115-082 115-168 116-247
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
5 118-305 117-000 1-305 1.7% 0-208 0.6% 7% False True 771,846
10 119-200 117-000 2-200 2.2% 0-238 0.6% 5% False True 812,146
20 120-150 117-000 3-150 3.0% 0-218 0.6% 4% False True 574,969
40 120-150 115-170 4-300 4.2% 0-214 0.6% 33% False False 289,756
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 0-041
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-169
2.618 119-138
1.618 118-243
1.000 118-110
0.618 118-028
HIGH 117-215
0.618 117-133
0.500 117-108
0.382 117-082
LOW 117-000
0.618 116-187
1.000 116-105
1.618 115-292
2.618 115-077
4.250 114-046
Fisher Pivots for day following 15-Dec-2009
Pivot 1 day 3 day
R1 117-108 117-185
PP 117-087 117-138
S1 117-066 117-092

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

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