ECBOT 10 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 20-Apr-2009
Day Change Summary
Previous Current
17-Apr-2009 20-Apr-2009 Change Change % Previous Week
Open 123-055 122-070 -0-305 -0.8% 122-060
High 123-100 123-065 -0-035 -0.1% 123-275
Low 122-020 122-050 0-030 0.1% 122-020
Close 122-090 123-010 0-240 0.6% 122-090
Range 1-080 1-015 -0-065 -16.3% 1-255
ATR 1-007 1-008 0-001 0.2% 0-000
Volume 504,920 584,160 79,240 15.7% 2,349,685
Daily Pivots for day following 20-Apr-2009
Classic Woodie Camarilla DeMark
R4 125-300 125-170 123-194
R3 124-285 124-155 123-102
R2 123-270 123-270 123-071
R1 123-140 123-140 123-041 123-205
PP 122-255 122-255 122-255 122-288
S1 122-125 122-125 122-299 122-190
S2 121-240 121-240 122-269
S3 120-225 121-110 122-238
S4 119-210 120-095 122-146
Weekly Pivots for week ending 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 128-040 127-000 123-086
R3 126-105 125-065 122-248
R2 124-170 124-170 122-195
R1 123-130 123-130 122-143 123-310
PP 122-235 122-235 122-235 123-005
S1 121-195 121-195 122-037 122-055
S2 120-300 120-300 121-305
S3 119-045 119-260 121-252
S4 117-110 118-005 121-094
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-275 122-020 1-255 1.5% 0-287 0.7% 54% False False 485,578
10 123-275 121-260 2-015 1.7% 0-264 0.7% 60% False False 509,334
20 124-270 121-260 3-010 2.5% 0-286 0.7% 40% False False 530,580
40 126-040 119-090 6-270 5.6% 1-040 0.9% 55% False False 572,297
60 126-040 119-060 6-300 5.6% 1-049 0.9% 55% False False 385,236
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-038
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-209
2.618 125-302
1.618 124-287
1.000 124-080
0.618 123-272
HIGH 123-065
0.618 122-257
0.500 122-218
0.382 122-178
LOW 122-050
0.618 121-163
1.000 121-035
1.618 120-148
2.618 119-133
4.250 117-226
Fisher Pivots for day following 20-Apr-2009
Pivot 1 day 3 day
R1 122-292 122-318
PP 122-255 122-307
S1 122-218 122-295

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

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