ECBOT 10 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 05-Jun-2009
Day Change Summary
Previous Current
04-Jun-2009 05-Jun-2009 Change Change % Previous Week
Open 117-265 116-230 -1-035 -0.9% 118-115
High 117-265 116-230 -1-035 -0.9% 118-145
Low 116-155 115-020 -1-135 -1.2% 115-020
Close 116-225 115-040 -1-185 -1.4% 115-040
Range 1-110 1-210 0-100 23.3% 3-125
ATR 1-022 1-035 0-013 3.9% 0-000
Volume 63,957 31,296 -32,661 -51.1% 592,096
Daily Pivots for day following 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 120-193 119-167 116-012
R3 118-303 117-277 115-186
R2 117-093 117-093 115-137
R1 116-067 116-067 115-089 115-295
PP 115-203 115-203 115-203 115-158
S1 114-177 114-177 114-311 114-085
S2 113-313 113-313 114-263
S3 112-103 112-287 114-214
S4 110-213 111-077 114-068
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 126-123 124-047 116-317
R3 122-318 120-242 116-018
R2 119-193 119-193 115-239
R1 117-117 117-117 115-139 116-252
PP 116-068 116-068 116-068 115-296
S1 113-312 113-312 114-261 113-128
S2 112-263 112-263 114-161
S3 109-138 110-187 114-062
S4 106-013 107-062 113-083
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-145 115-020 3-125 2.9% 1-081 1.1% 2% False True 118,419
10 120-035 115-020 5-015 4.4% 1-075 1.1% 1% False True 630,806
20 122-020 115-020 7-000 6.1% 1-021 0.9% 1% False True 627,337
40 123-275 115-020 8-255 7.6% 0-311 0.8% 1% False True 588,320
60 126-040 115-020 11-020 9.6% 1-009 0.9% 1% False True 601,253
80 126-040 115-020 11-020 9.6% 1-028 0.9% 1% False True 539,247
100 126-040 115-020 11-020 9.6% 1-033 1.0% 1% False True 432,018
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 0-074
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 123-242
2.618 121-018
1.618 119-128
1.000 118-120
0.618 117-238
HIGH 116-230
0.618 116-028
0.500 115-285
0.382 115-222
LOW 115-020
0.618 114-012
1.000 113-130
1.618 112-122
2.618 110-232
4.250 108-008
Fisher Pivots for day following 05-Jun-2009
Pivot 1 day 3 day
R1 115-285 116-180
PP 115-203 116-027
S1 115-122 115-193

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

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