ECBOT 10 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 09-Sep-2009
Day Change Summary
Previous Current
08-Sep-2009 09-Sep-2009 Change Change % Previous Week
Open 118-135 118-110 -0-025 -0.1% 118-060
High 118-245 118-170 -0-075 -0.2% 119-155
Low 118-090 118-015 -0-075 -0.2% 117-315
Close 118-140 118-120 -0-020 -0.1% 118-125
Range 0-155 0-155 0-000 0.0% 1-160
ATR 0-264 0-256 -0-008 -3.0% 0-000
Volume 26,215 46,932 20,717 79.0% 1,225,730
Daily Pivots for day following 09-Sep-2009
Classic Woodie Camarilla DeMark
R4 119-247 119-178 118-205
R3 119-092 119-023 118-163
R2 118-257 118-257 118-148
R1 118-188 118-188 118-134 118-222
PP 118-102 118-102 118-102 118-119
S1 118-033 118-033 118-106 118-068
S2 117-267 117-267 118-092
S3 117-112 117-198 118-077
S4 116-277 117-043 118-035
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 123-038 122-082 119-069
R3 121-198 120-242 118-257
R2 120-038 120-038 118-213
R1 119-082 119-082 118-169 119-220
PP 118-198 118-198 118-198 118-268
S1 117-242 117-242 118-081 118-060
S2 117-038 117-038 118-037
S3 115-198 116-082 117-313
S4 114-038 114-242 117-181
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-155 118-015 1-140 1.2% 0-184 0.5% 23% False True 59,921
10 119-155 117-140 2-015 1.7% 0-208 0.5% 46% False False 450,650
20 119-155 115-135 4-020 3.4% 0-256 0.7% 73% False False 617,909
40 119-155 114-210 4-265 4.1% 0-297 0.8% 77% False False 699,573
60 119-155 113-190 5-285 5.0% 0-297 0.8% 81% False False 702,155
80 120-070 112-255 7-135 6.3% 0-310 0.8% 75% False False 665,552
100 121-270 112-255 9-015 7.6% 0-288 0.8% 62% False False 533,112
120 124-110 112-255 11-175 9.8% 0-249 0.7% 48% False False 444,260
Crabel Price Patterns
NR False
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 0-064
Fibonacci Retracements and Extensions
4.250 120-189
2.618 119-256
1.618 119-101
1.000 119-005
0.618 118-266
HIGH 118-170
0.618 118-111
0.500 118-092
0.382 118-074
LOW 118-015
0.618 117-239
1.000 117-180
1.618 117-084
2.618 116-249
4.250 115-316
Fisher Pivots for day following 09-Sep-2009
Pivot 1 day 3 day
R1 118-111 118-182
PP 118-102 118-162
S1 118-092 118-141

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

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