ECBOT 10 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 17-Dec-2009
Day Change Summary
Previous Current
16-Dec-2009 17-Dec-2009 Change Change % Previous Week
Open 117-095 117-075 -0-020 -0.1% 117-260
High 117-200 118-050 0-170 0.5% 119-000
Low 117-025 117-065 0-040 0.1% 117-135
Close 117-080 118-015 0-255 0.7% 117-215
Range 0-175 0-305 0-130 74.3% 1-185
ATR 0-217 0-223 0-006 2.9% 0-000
Volume 747,542 676,387 -71,155 -9.5% 4,267,234
Daily Pivots for day following 17-Dec-2009
Classic Woodie Camarilla DeMark
R4 120-212 120-098 118-183
R3 119-227 119-113 118-099
R2 118-242 118-242 118-071
R1 118-128 118-128 118-043 118-185
PP 117-257 117-257 117-257 117-285
S1 117-143 117-143 117-307 117-200
S2 116-272 116-272 117-279
S3 115-287 116-158 117-251
S4 114-302 115-173 117-167
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
5 118-050 117-000 1-050 1.0% 0-214 0.6% 91% True False 731,057
10 119-000 117-000 2-000 1.7% 0-246 0.6% 52% False False 802,677
20 120-150 117-000 3-150 2.9% 0-228 0.6% 30% False False 642,855
40 120-150 115-170 4-300 4.2% 0-216 0.6% 51% False False 325,351
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-044
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 122-066
2.618 120-208
1.618 119-223
1.000 119-035
0.618 118-238
HIGH 118-050
0.618 117-253
0.500 117-218
0.382 117-182
LOW 117-065
0.618 116-197
1.000 116-080
1.618 115-212
2.618 114-227
4.250 113-049
Fisher Pivots for day following 17-Dec-2009
Pivot 1 day 3 day
R1 117-296 117-285
PP 117-257 117-235
S1 117-218 117-185

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

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