ECBOT 10 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 24-Dec-2009
Day Change Summary
Previous Current
23-Dec-2009 24-Dec-2009 Change Change % Previous Week
Open 114-230 114-120 -0-110 -0.3% 117-060
High 114-280 114-120 -0-160 -0.4% 117-060
Low 114-230 114-120 -0-110 -0.3% 115-220
Close 114-230 114-100 -0-130 -0.4% 116-060
Range 0-050 0-000 -0-050 -100.0% 1-160
ATR 0-198 0-192 -0-006 -3.2% 0-000
Volume
Daily Pivots for day following 24-Dec-2009
Classic Woodie Camarilla DeMark
R4 114-113 114-107 114-100
R3 114-113 114-107 114-100
R2 114-113 114-113 114-100
R1 114-107 114-107 114-100 114-110
PP 114-113 114-113 114-113 114-115
S1 114-107 114-107 114-100 114-110
S2 114-113 114-113 114-100
S3 114-113 114-107 114-100
S4 114-113 114-107 114-100
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
5 116-210 114-120 2-090 2.0% 0-014 0.0% -3% False True
10 117-060 114-120 2-260 2.5% 0-088 0.2% -2% False True 4
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 0-000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 114-120
2.618 114-120
1.618 114-120
1.000 114-120
0.618 114-120
HIGH 114-120
0.618 114-120
0.500 114-120
0.382 114-120
LOW 114-120
0.618 114-120
1.000 114-120
1.618 114-120
2.618 114-120
4.250 114-120
Fisher Pivots for day following 24-Dec-2009
Pivot 1 day 3 day
R1 114-120 114-200
PP 114-113 114-167
S1 114-107 114-133

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

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