ECBOT 10 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 18-May-2009
Day Change Summary
Previous Current
15-May-2009 18-May-2009 Change Change % Previous Week
Open 121-255 121-145 -0-110 -0.3% 120-135
High 121-295 121-240 -0-055 -0.1% 122-020
Low 121-060 120-185 -0-195 -0.5% 120-130
Close 121-165 120-265 -0-220 -0.6% 121-165
Range 0-235 1-055 0-140 59.6% 1-210
ATR 0-282 0-288 0-007 2.4% 0-000
Volume 528,079 531,520 3,441 0.7% 2,929,947
Daily Pivots for day following 18-May-2009
Classic Woodie Camarilla DeMark
R4 124-182 123-278 121-151
R3 123-127 122-223 121-048
R2 122-072 122-072 121-014
R1 121-168 121-168 120-299 121-092
PP 121-017 121-017 121-017 120-299
S1 120-113 120-113 120-231 120-038
S2 119-282 119-282 120-196
S3 118-227 119-058 120-162
S4 117-172 118-003 120-059
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 126-095 125-180 122-136
R3 124-205 123-290 121-311
R2 122-315 122-315 121-262
R1 122-080 122-080 121-214 122-198
PP 121-105 121-105 121-105 121-164
S1 120-190 120-190 121-116 120-308
S2 119-215 119-215 121-068
S3 118-005 118-300 121-019
S4 116-115 117-090 120-194
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-020 120-185 1-155 1.2% 0-261 0.7% 17% False True 556,489
10 122-020 119-225 2-115 2.0% 0-274 0.7% 48% False False 577,717
20 123-150 119-225 3-245 3.1% 0-274 0.7% 30% False False 592,760
40 124-270 119-225 5-045 4.3% 0-280 0.7% 22% False False 561,670
60 126-040 119-090 6-270 5.7% 1-011 0.9% 23% False False 579,118
80 126-040 119-060 6-300 5.7% 1-025 0.9% 24% False False 437,117
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-068
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 126-234
2.618 124-262
1.618 123-207
1.000 122-295
0.618 122-152
HIGH 121-240
0.618 121-097
0.500 121-052
0.382 121-008
LOW 120-185
0.618 119-273
1.000 119-130
1.618 118-218
2.618 117-163
4.250 115-191
Fisher Pivots for day following 18-May-2009
Pivot 1 day 3 day
R1 121-052 121-102
PP 121-017 121-050
S1 120-301 120-318

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

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