ECBOT 10 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 05-May-2009
Day Change Summary
Previous Current
04-May-2009 05-May-2009 Change Change % Previous Week
Open 120-255 120-270 0-015 0.0% 121-225
High 121-015 121-035 0-020 0.1% 122-225
Low 120-170 120-180 0-010 0.0% 120-145
Close 120-290 120-305 0-015 0.0% 120-240
Range 0-165 0-175 0-010 6.1% 2-080
ATR 0-298 0-290 -0-009 -3.0% 0-000
Volume 382,000 371,714 -10,286 -2.7% 3,193,360
Daily Pivots for day following 05-May-2009
Classic Woodie Camarilla DeMark
R4 122-165 122-090 121-081
R3 121-310 121-235 121-033
R2 121-135 121-135 121-017
R1 121-060 121-060 121-001 121-098
PP 120-280 120-280 120-280 120-299
S1 120-205 120-205 120-289 120-242
S2 120-105 120-105 120-273
S3 119-250 120-030 120-257
S4 119-075 119-175 120-209
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 128-017 126-208 121-316
R3 125-257 124-128 121-118
R2 123-177 123-177 121-052
R1 122-048 122-048 120-306 121-232
PP 121-097 121-097 121-097 121-029
S1 119-288 119-288 120-174 119-152
S2 119-017 119-017 120-108
S3 116-257 117-208 120-042
S4 114-177 115-128 119-164
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-305 120-145 1-160 1.2% 0-248 0.6% 33% False False 570,448
10 122-225 120-145 2-080 1.9% 0-254 0.7% 22% False False 594,858
20 123-275 120-145 3-130 2.8% 0-268 0.7% 15% False False 539,491
40 126-040 120-130 5-230 4.7% 1-006 0.8% 10% False False 590,157
60 126-040 119-060 6-300 5.7% 1-032 0.9% 25% False False 491,959
80 126-040 119-060 6-300 5.7% 1-038 0.9% 25% False False 369,639
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-069
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-139
2.618 122-173
1.618 121-318
1.000 121-210
0.618 121-143
HIGH 121-035
0.618 120-288
0.500 120-268
0.382 120-247
LOW 120-180
0.618 120-072
1.000 120-005
1.618 119-217
2.618 119-042
4.250 118-076
Fisher Pivots for day following 05-May-2009
Pivot 1 day 3 day
R1 120-292 120-287
PP 120-280 120-268
S1 120-268 120-250

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

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