ECBOT 10 Year T-Note Future June 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 115-270 116-210 0-260 0.7% 116-160
High 116-050 116-210 0-160 0.4% 117-210
Low 115-270 116-210 0-260 0.7% 116-030
Close 115-270 116-210 0-260 0.7% 116-100
Range 0-100 0-000 -0-100 -100.0% 1-180
ATR
Volume 9 0 -9 -100.0% 34
Daily Pivots for day following 17-Dec-2009
Classic Woodie Camarilla DeMark
R4 116-210 116-210 116-210
R3 116-210 116-210 116-210
R2 116-210 116-210 116-210
R1 116-210 116-210 116-210 116-210
PP 116-210 116-210 116-210 116-210
S1 116-210 116-210 116-210 116-210
S2 116-210 116-210 116-210
S3 116-210 116-210 116-210
S4 116-210 116-210 116-210
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 121-120 120-130 117-055
R3 119-260 118-270 116-238
R2 118-080 118-080 116-192
R1 117-090 117-090 116-146 116-315
PP 116-220 116-220 116-220 116-172
S1 115-230 115-230 116-054 115-135
S2 115-040 115-040 116-008
S3 113-180 114-050 115-282
S4 112-000 112-190 115-145
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-060 115-220 1-160 1.3% 0-130 0.3% 65% False False 8
10 117-210 115-220 1-310 1.7% 0-114 0.3% 49% False False 6
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-000
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 116-210
2.618 116-210
1.618 116-210
1.000 116-210
0.618 116-210
HIGH 116-210
0.618 116-210
0.500 116-210
0.382 116-210
LOW 116-210
0.618 116-210
1.000 116-210
1.618 116-210
2.618 116-210
4.250 116-210
Fisher Pivots for day following 17-Dec-2009
Pivot 1 day 3 day
R1 116-210 116-158
PP 116-210 116-107
S1 116-210 116-055

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

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