ECBOT 10 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 07-Apr-2009
Day Change Summary
Previous Current
06-Apr-2009 07-Apr-2009 Change Change % Previous Week
Open 122-045 121-310 -0-055 -0.1% 123-150
High 122-140 122-135 -0-005 0.0% 124-180
Low 121-260 121-295 0-035 0.1% 121-305
Close 121-270 122-060 0-110 0.3% 121-310
Range 0-200 0-160 -0-040 -20.0% 2-195
ATR 1-051 1-038 -0-013 -3.6% 0-000
Volume 753,270 474,417 -278,853 -37.0% 2,472,693
Daily Pivots for day following 07-Apr-2009
Classic Woodie Camarilla DeMark
R4 123-217 123-138 122-148
R3 123-057 122-298 122-104
R2 122-217 122-217 122-089
R1 122-138 122-138 122-075 122-178
PP 122-057 122-057 122-057 122-076
S1 121-298 121-298 122-045 122-018
S2 121-217 121-217 122-031
S3 121-057 121-138 122-016
S4 120-217 120-298 121-292
Weekly Pivots for week ending 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 130-210 128-295 123-129
R3 128-015 126-100 122-220
R2 125-140 125-140 122-143
R1 123-225 123-225 122-067 123-085
PP 122-265 122-265 122-265 122-195
S1 121-030 121-030 121-233 120-210
S2 120-070 120-070 121-157
S3 117-195 118-155 121-080
S4 115-000 115-280 120-171
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-180 121-260 2-240 2.3% 0-288 0.7% 14% False False 551,320
10 124-180 121-260 2-240 2.3% 0-292 0.7% 14% False False 580,767
20 126-040 120-130 5-230 4.7% 1-055 1.0% 31% False False 635,624
40 126-040 119-090 6-270 5.6% 1-072 1.0% 42% False False 479,959
60 126-040 119-060 6-300 5.7% 1-064 1.0% 43% False False 320,929
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-070
Narrowest range in 67 trading days
Fibonacci Retracements and Extensions
4.250 124-175
2.618 123-234
1.618 123-074
1.000 122-295
0.618 122-234
HIGH 122-135
0.618 122-074
0.500 122-055
0.382 122-036
LOW 121-295
0.618 121-196
1.000 121-135
1.618 121-036
2.618 120-196
4.250 119-255
Fisher Pivots for day following 07-Apr-2009
Pivot 1 day 3 day
R1 122-058 122-195
PP 122-057 122-150
S1 122-055 122-105

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

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