ECBOT 10 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 14-May-2009
Day Change Summary
Previous Current
13-May-2009 14-May-2009 Change Change % Previous Week
Open 121-075 121-200 0-125 0.3% 120-255
High 121-290 122-020 0-050 0.1% 121-140
Low 120-305 121-155 0-170 0.4% 119-225
Close 121-235 121-215 -0-020 -0.1% 120-115
Range 0-305 0-185 -0-120 -39.3% 1-235
ATR 0-293 0-285 -0-008 -2.6% 0-000
Volume 574,302 649,050 74,748 13.0% 2,697,710
Daily Pivots for day following 14-May-2009
Classic Woodie Camarilla DeMark
R4 123-152 123-048 121-317
R3 122-287 122-183 121-266
R2 122-102 122-102 121-249
R1 121-318 121-318 121-232 122-050
PP 121-237 121-237 121-237 121-262
S1 121-133 121-133 121-198 121-185
S2 121-052 121-052 121-181
S3 120-187 120-268 121-164
S4 120-002 120-083 121-113
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 125-225 124-245 121-100
R3 123-310 123-010 120-268
R2 122-075 122-075 120-217
R1 121-095 121-095 120-166 120-288
PP 120-160 120-160 120-160 120-096
S1 119-180 119-180 120-064 119-052
S2 118-245 118-245 120-013
S3 117-010 117-265 119-282
S4 115-095 116-030 119-130
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-020 119-225 2-115 1.9% 0-262 0.7% 83% True False 652,001
10 122-020 119-225 2-115 1.9% 0-251 0.6% 83% True False 574,136
20 123-150 119-225 3-245 3.1% 0-280 0.7% 52% False False 594,234
40 125-160 119-225 5-255 4.8% 0-278 0.7% 34% False False 583,217
60 126-040 119-090 6-270 5.6% 1-017 0.9% 35% False False 563,207
80 126-040 119-060 6-300 5.7% 1-029 0.9% 36% False False 423,922
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-066
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 124-166
2.618 123-184
1.618 122-319
1.000 122-205
0.618 122-134
HIGH 122-020
0.618 121-269
0.500 121-248
0.382 121-226
LOW 121-155
0.618 121-041
1.000 120-290
1.618 120-176
2.618 119-311
4.250 119-009
Fisher Pivots for day following 14-May-2009
Pivot 1 day 3 day
R1 121-248 121-192
PP 121-237 121-170
S1 121-226 121-148

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

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