ECBOT 10 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 23-Dec-2009
Day Change Summary
Previous Current
22-Dec-2009 23-Dec-2009 Change Change % Previous Week
Open 114-270 114-230 -0-040 -0.1% 117-060
High 114-270 114-280 0-010 0.0% 117-060
Low 114-250 114-230 -0-020 -0.1% 115-220
Close 114-270 114-230 -0-040 -0.1% 116-060
Range 0-020 0-050 0-030 150.0% 1-160
ATR 0-000 0-198 0-198 0-000
Volume
Daily Pivots for day following 23-Dec-2009
Classic Woodie Camarilla DeMark
R4 115-077 115-043 114-258
R3 115-027 114-313 114-244
R2 114-297 114-297 114-239
R1 114-263 114-263 114-235 114-255
PP 114-247 114-247 114-247 114-242
S1 114-213 114-213 114-225 114-205
S2 114-197 114-197 114-221
S3 114-147 114-163 114-216
S4 114-097 114-113 114-202
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 120-273 120-007 117-004
R3 119-113 118-167 116-192
R2 117-273 117-273 116-148
R1 117-007 117-007 116-104 116-220
PP 116-113 116-113 116-113 116-060
S1 115-167 115-167 116-016 115-060
S2 114-273 114-273 115-292
S3 113-113 114-007 115-248
S4 111-273 112-167 115-116
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-210 114-230 1-300 1.7% 0-034 0.1% 0% False True 2
10 117-160 114-230 2-250 2.4% 0-095 0.3% 0% False True 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 115-172
2.618 115-091
1.618 115-041
1.000 115-010
0.618 114-311
HIGH 114-280
0.618 114-261
0.500 114-255
0.382 114-249
LOW 114-230
0.618 114-199
1.000 114-180
1.618 114-149
2.618 114-099
4.250 114-018
Fisher Pivots for day following 23-Dec-2009
Pivot 1 day 3 day
R1 114-255 115-150
PP 114-247 115-070
S1 114-238 114-310

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

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