ECBOT 10 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 21-May-2009
Day Change Summary
Previous Current
20-May-2009 21-May-2009 Change Change % Previous Week
Open 120-190 120-300 0-110 0.3% 120-135
High 121-065 121-110 0-045 0.1% 122-020
Low 120-120 119-210 -0-230 -0.6% 120-130
Close 120-305 119-295 -1-010 -0.9% 121-165
Range 0-265 1-220 0-275 103.8% 1-210
ATR 0-278 0-297 0-019 6.7% 0-000
Volume 645,954 716,545 70,591 10.9% 2,929,947
Daily Pivots for day following 21-May-2009
Classic Woodie Camarilla DeMark
R4 125-118 124-107 120-272
R3 123-218 122-207 120-124
R2 121-318 121-318 120-074
R1 120-307 120-307 120-024 120-202
PP 120-098 120-098 120-098 120-046
S1 119-087 119-087 119-246 118-302
S2 118-198 118-198 119-196
S3 116-298 117-187 119-146
S4 115-078 115-287 118-318
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
5 121-295 119-210 2-085 1.9% 0-311 0.8% 12% False True 595,736
10 122-020 119-210 2-130 2.0% 0-286 0.7% 11% False True 623,868
20 122-225 119-210 3-015 2.5% 0-280 0.7% 9% False True 597,157
40 124-180 119-210 4-290 4.1% 0-281 0.7% 5% False True 568,259
60 126-040 119-090 6-270 5.7% 1-008 0.9% 9% False False 602,737
80 126-040 119-060 6-300 5.8% 1-024 0.9% 11% False False 461,038
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-069
Widest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 128-165
2.618 125-244
1.618 124-024
1.000 123-010
0.618 122-124
HIGH 121-110
0.618 120-224
0.500 120-160
0.382 120-096
LOW 119-210
0.618 118-196
1.000 117-310
1.618 116-296
2.618 115-076
4.250 112-155
Fisher Pivots for day following 21-May-2009
Pivot 1 day 3 day
R1 120-160 120-160
PP 120-098 120-098
S1 120-037 120-037

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

View Archives - Comment on this page... - Back to Index of Symbols