ECBOT 10 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 27-May-2009
Day Change Summary
Previous Current
26-May-2009 27-May-2009 Change Change % Previous Week
Open 119-050 118-100 -0-270 -0.7% 121-145
High 119-185 118-220 -0-285 -0.7% 121-240
Low 118-095 117-045 -1-050 -1.0% 119-025
Close 118-235 117-165 -1-070 -1.0% 119-055
Range 1-090 1-175 0-085 20.7% 2-215
ATR 0-307 1-002 0-014 4.7% 0-000
Volume 673,648 990,408 316,760 47.0% 3,530,808
Daily Pivots for day following 27-May-2009
Classic Woodie Camarilla DeMark
R4 122-135 121-165 118-117
R3 120-280 119-310 117-301
R2 119-105 119-105 117-256
R1 118-135 118-135 117-210 118-032
PP 117-250 117-250 117-250 117-199
S1 116-280 116-280 117-120 116-178
S2 116-075 116-075 117-074
S3 114-220 115-105 117-029
S4 113-045 113-250 116-213
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 128-005 126-085 120-205
R3 125-110 123-190 119-290
R2 122-215 122-215 119-212
R1 120-295 120-295 119-133 120-148
PP 120-000 120-000 120-000 119-246
S1 118-080 118-080 118-297 117-252
S2 117-105 117-105 118-218
S3 114-210 115-185 118-140
S4 111-315 112-290 117-225
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-110 117-045 4-065 3.6% 1-088 1.1% 9% False True 821,352
10 122-020 117-045 4-295 4.2% 1-008 0.9% 8% False True 694,629
20 122-020 117-045 4-295 4.2% 0-300 0.8% 8% False True 646,052
40 124-180 117-045 7-135 6.3% 0-290 0.8% 5% False True 591,279
60 126-040 117-045 8-315 7.6% 1-009 0.9% 4% False True 621,874
80 126-040 117-045 8-315 7.6% 1-025 0.9% 4% False True 495,184
100 126-040 117-045 8-315 7.6% 1-032 0.9% 4% False True 396,401
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 0-086
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125-084
2.618 122-236
1.618 121-061
1.000 120-075
0.618 119-206
HIGH 118-220
0.618 118-031
0.500 117-292
0.382 117-234
LOW 117-045
0.618 116-059
1.000 115-190
1.618 114-204
2.618 113-029
4.250 110-181
Fisher Pivots for day following 27-May-2009
Pivot 1 day 3 day
R1 117-292 118-200
PP 117-250 118-082
S1 117-208 117-283

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

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