ECBOT 10 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 14-Apr-2009
Day Change Summary
Previous Current
13-Apr-2009 14-Apr-2009 Change Change % Previous Week
Open 122-060 123-015 0-275 0.7% 122-045
High 123-090 123-230 0-140 0.4% 122-265
Low 122-060 122-280 0-220 0.6% 121-260
Close 123-035 123-190 0-155 0.4% 122-105
Range 1-030 0-270 -0-080 -22.9% 1-005
ATR 1-023 1-018 -0-005 -1.5% 0-000
Volume 505,952 333,548 -172,404 -34.1% 2,159,503
Daily Pivots for day following 14-Apr-2009
Classic Woodie Camarilla DeMark
R4 125-297 125-193 124-018
R3 125-027 124-243 123-264
R2 124-077 124-077 123-240
R1 123-293 123-293 123-215 124-025
PP 123-127 123-127 123-127 123-152
S1 123-023 123-023 123-165 123-075
S2 122-177 122-177 123-140
S3 121-227 122-073 123-116
S4 120-277 121-123 123-042
Weekly Pivots for week ending 10-Apr-2009
Classic Woodie Camarilla DeMark
R4 125-118 124-277 122-284
R3 124-113 123-272 122-194
R2 123-108 123-108 122-165
R1 122-267 122-267 122-135 123-028
PP 122-103 122-103 122-103 122-144
S1 121-262 121-262 122-075 122-022
S2 121-098 121-098 122-045
S3 120-093 120-257 122-016
S4 119-088 119-252 121-246
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-230 121-295 1-255 1.5% 0-255 0.6% 93% True False 449,146
10 124-180 121-260 2-240 2.2% 0-278 0.7% 65% False False 503,826
20 126-040 120-240 5-120 4.3% 1-037 0.9% 53% False False 583,366
40 126-040 119-090 6-270 5.5% 1-064 1.0% 63% False False 523,214
60 126-040 119-060 6-300 5.6% 1-058 1.0% 64% False False 350,407
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 0-049
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-098
2.618 125-297
1.618 125-027
1.000 124-180
0.618 124-077
HIGH 123-230
0.618 123-127
0.500 123-095
0.382 123-063
LOW 122-280
0.618 122-113
1.000 122-010
1.618 121-163
2.618 120-213
4.250 119-092
Fisher Pivots for day following 14-Apr-2009
Pivot 1 day 3 day
R1 123-158 123-108
PP 123-127 123-025
S1 123-095 122-262

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

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