ECBOT 10 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 22-Dec-2009
Day Change Summary
Previous Current
18-Dec-2009 22-Dec-2009 Change Change % Previous Week
Open 118-040 116-215 -1-145 -1.2% 117-190
High 118-080 116-230 -1-170 -1.3% 118-080
Low 117-180 116-035 -1-145 -1.2% 117-000
Close 117-190 116-075 -1-115 -1.2% 117-190
Range 0-220 0-195 -0-025 -11.4% 1-080
ATR 0-223 0-241 0-018 8.1% 0-000
Volume 734,075 560,228 -173,847 -23.7% 3,545,737
Daily Pivots for day following 22-Dec-2009
Classic Woodie Camarilla DeMark
R4 118-058 117-262 116-182
R3 117-183 117-067 116-129
R2 116-308 116-308 116-111
R1 116-192 116-192 116-093 116-152
PP 116-113 116-113 116-113 116-094
S1 115-317 115-317 116-057 115-278
S2 115-238 115-238 116-039
S3 115-043 115-122 116-021
S4 114-168 114-247 115-288
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 121-117 120-233 118-090
R3 120-037 119-153 117-300
R2 118-277 118-277 117-263
R1 118-073 118-073 117-227 118-070
PP 117-197 117-197 117-197 117-195
S1 116-313 116-313 117-153 116-310
S2 116-117 116-117 117-117
S3 115-037 115-233 117-080
S4 113-277 114-153 116-290
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-080 116-035 2-045 1.8% 0-222 0.6% 6% False True 644,058
10 119-000 116-035 2-285 2.5% 0-220 0.6% 4% False True 724,194
20 120-150 116-035 4-115 3.8% 0-231 0.6% 3% False True 699,058
40 120-150 115-240 4-230 4.1% 0-212 0.6% 10% False False 357,689
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 3 trading days
Fibonacci Retracements and Extensions
4.250 119-099
2.618 118-101
1.618 117-226
1.000 117-105
0.618 117-031
HIGH 116-230
0.618 116-156
0.500 116-132
0.382 116-109
LOW 116-035
0.618 115-234
1.000 115-160
1.618 115-039
2.618 114-164
4.250 113-166
Fisher Pivots for day following 22-Dec-2009
Pivot 1 day 3 day
R1 116-132 117-058
PP 116-113 116-277
S1 116-094 116-176

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

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