ECBOT 10 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 16-Dec-2009
Day Change Summary
Previous Current
15-Dec-2009 16-Dec-2009 Change Change % Previous Week
Open 117-165 117-095 -0-070 -0.2% 117-260
High 117-215 117-200 -0-015 0.0% 119-000
Low 117-000 117-025 0-025 0.1% 117-135
Close 117-045 117-080 0-035 0.1% 117-215
Range 0-215 0-175 -0-040 -18.6% 1-185
ATR 0-220 0-217 -0-003 -1.5% 0-000
Volume 502,059 747,542 245,483 48.9% 4,267,234
Daily Pivots for day following 16-Dec-2009
Classic Woodie Camarilla DeMark
R4 118-307 118-208 117-176
R3 118-132 118-033 117-128
R2 117-277 117-277 117-112
R1 117-178 117-178 117-096 117-140
PP 117-102 117-102 117-102 117-082
S1 117-003 117-003 117-064 116-285
S2 116-247 116-247 117-048
S3 116-072 116-148 117-032
S4 115-217 115-293 116-304
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
5 118-215 117-000 1-215 1.4% 0-211 0.6% 15% False False 754,413
10 119-060 117-000 2-060 1.9% 0-238 0.6% 11% False False 813,845
20 120-150 117-000 3-150 3.0% 0-220 0.6% 7% False False 610,811
40 120-150 115-170 4-300 4.2% 0-212 0.6% 35% False False 308,444
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-044
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-304
2.618 119-018
1.618 118-163
1.000 118-055
0.618 117-308
HIGH 117-200
0.618 117-133
0.500 117-112
0.382 117-092
LOW 117-025
0.618 116-237
1.000 116-170
1.618 116-062
2.618 115-207
4.250 114-241
Fisher Pivots for day following 16-Dec-2009
Pivot 1 day 3 day
R1 117-112 117-145
PP 117-102 117-123
S1 117-091 117-102

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

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