ECBOT 10 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 09-Jun-2009
Day Change Summary
Previous Current
08-Jun-2009 09-Jun-2009 Change Change % Previous Week
Open 115-075 115-015 -0-060 -0.2% 118-115
High 115-150 115-180 0-030 0.1% 118-145
Low 114-280 115-010 0-050 0.1% 115-020
Close 114-315 115-125 0-130 0.4% 115-040
Range 0-190 0-170 -0-020 -10.5% 3-125
ATR 1-023 1-012 -0-011 -3.3% 0-000
Volume 23,472 11,979 -11,493 -49.0% 592,096
Daily Pivots for day following 09-Jun-2009
Classic Woodie Camarilla DeMark
R4 116-295 116-220 115-218
R3 116-125 116-050 115-172
R2 115-275 115-275 115-156
R1 115-200 115-200 115-141 115-238
PP 115-105 115-105 115-105 115-124
S1 115-030 115-030 115-109 115-068
S2 114-255 114-255 115-094
S3 114-085 114-180 115-078
S4 113-235 114-010 115-032
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
5 118-020 114-280 3-060 2.8% 1-002 0.9% 16% False False 42,425
10 118-240 114-280 3-280 3.4% 1-037 1.0% 13% False False 458,966
20 122-020 114-280 7-060 6.2% 1-008 0.9% 7% False False 552,252
40 123-275 114-280 8-315 7.8% 0-304 0.8% 6% False False 563,642
60 126-040 114-280 11-080 9.7% 1-003 0.9% 5% False False 576,300
80 126-040 114-280 11-080 9.7% 1-025 0.9% 5% False False 539,373
100 126-040 114-280 11-080 9.7% 1-031 0.9% 5% False False 432,369
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-058
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 117-262
2.618 116-305
1.618 116-135
1.000 116-030
0.618 115-285
HIGH 115-180
0.618 115-115
0.500 115-095
0.382 115-075
LOW 115-010
0.618 114-225
1.000 114-160
1.618 114-055
2.618 113-205
4.250 112-248
Fisher Pivots for day following 09-Jun-2009
Pivot 1 day 3 day
R1 115-115 115-255
PP 115-105 115-212
S1 115-095 115-168

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

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