ECBOT 10 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 21-Apr-2009
Day Change Summary
Previous Current
20-Apr-2009 21-Apr-2009 Change Change % Previous Week
Open 122-070 123-015 0-265 0.7% 122-060
High 123-065 123-150 0-085 0.2% 123-275
Low 122-050 122-100 0-050 0.1% 122-020
Close 123-010 122-130 -0-200 -0.5% 122-090
Range 1-015 1-050 0-035 10.4% 1-255
ATR 1-008 1-011 0-003 0.9% 0-000
Volume 584,160 501,166 -82,994 -14.2% 2,349,685
Daily Pivots for day following 21-Apr-2009
Classic Woodie Camarilla DeMark
R4 126-063 125-147 123-014
R3 125-013 124-097 122-232
R2 123-283 123-283 122-198
R1 123-047 123-047 122-164 122-300
PP 122-233 122-233 122-233 122-200
S1 121-317 121-317 122-096 121-250
S2 121-183 121-183 122-062
S3 120-133 120-267 122-028
S4 119-083 119-217 121-246
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% 0-307 0.8% 19% False False 519,102
10 123-275 121-295 1-300 1.6% 0-281 0.7% 25% False False 484,124
20 124-180 121-260 2-240 2.2% 0-292 0.7% 22% False False 529,631
40 126-040 119-090 6-270 5.6% 1-041 0.9% 46% False False 582,610
60 126-040 119-060 6-300 5.7% 1-048 0.9% 46% False False 393,553
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-042
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-122
2.618 126-159
1.618 125-109
1.000 124-200
0.618 124-059
HIGH 123-150
0.618 123-009
0.500 122-285
0.382 122-241
LOW 122-100
0.618 121-191
1.000 121-050
1.618 120-141
2.618 119-091
4.250 117-128
Fisher Pivots for day following 21-Apr-2009
Pivot 1 day 3 day
R1 122-285 122-245
PP 122-233 122-207
S1 122-182 122-168

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

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