ECBOT 10 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 29-May-2009
Day Change Summary
Previous Current
28-May-2009 29-May-2009 Change Change % Previous Week
Open 117-105 117-235 0-130 0.3% 119-050
High 118-010 118-240 0-230 0.6% 119-185
Low 116-300 117-200 0-220 0.6% 116-300
Close 117-165 118-200 1-035 0.9% 118-200
Range 1-030 1-040 0-010 2.9% 2-205
ATR 1-004 1-009 0-005 1.6% 0-000
Volume 1,502,078 1,469,628 -32,450 -2.2% 4,635,762
Daily Pivots for day following 29-May-2009
Classic Woodie Camarilla DeMark
R4 121-227 121-093 119-078
R3 120-187 120-053 118-299
R2 119-147 119-147 118-266
R1 119-013 119-013 118-233 119-080
PP 118-107 118-107 118-107 118-140
S1 117-293 117-293 118-167 118-040
S2 117-067 117-067 118-134
S3 116-027 116-253 118-101
S4 114-307 115-213 118-002
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 126-097 125-033 120-025
R3 123-212 122-148 119-112
R2 121-007 121-007 119-035
R1 119-263 119-263 118-277 119-032
PP 118-122 118-122 118-122 118-006
S1 117-058 117-058 118-123 116-148
S2 115-237 115-237 118-045
S3 113-032 114-173 117-288
S4 110-147 111-288 117-055
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-035 116-300 3-055 2.7% 1-069 1.0% 53% False False 1,143,193
10 121-295 116-300 4-315 4.2% 1-030 0.9% 34% False False 869,464
20 122-020 116-300 5-040 4.3% 0-300 0.8% 33% False False 721,800
40 124-180 116-300 7-200 6.4% 0-298 0.8% 22% False False 641,881
60 126-040 116-300 9-060 7.7% 1-009 0.9% 18% False False 649,387
80 126-040 116-300 9-060 7.7% 1-023 0.9% 18% False False 532,242
100 126-040 116-300 9-060 7.7% 1-030 0.9% 18% False False 426,118
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 0-088
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-170
2.618 121-222
1.618 120-182
1.000 119-280
0.618 119-142
HIGH 118-240
0.618 118-102
0.500 118-060
0.382 118-018
LOW 117-200
0.618 116-298
1.000 116-160
1.618 115-258
2.618 114-218
4.250 112-270
Fisher Pivots for day following 29-May-2009
Pivot 1 day 3 day
R1 118-153 118-117
PP 118-107 118-033
S1 118-060 117-270

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

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