ECBOT 10 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 08-Apr-2009
Day Change Summary
Previous Current
06-Apr-2009 08-Apr-2009 Change Change % Previous Week
Open 120-070 121-040 0-290 0.8% 122-050
High 120-170 121-040 0-190 0.5% 122-170
Low 120-090 121-040 0-270 0.7% 121-230
Close 120-070 121-040 0-290 0.8% 121-250
Range 0-080 0-000 -0-080 -100.0% 0-260
ATR 0-256 0-258 0-002 1.0% 0-000
Volume 0 6 6 13
Daily Pivots for day following 08-Apr-2009
Classic Woodie Camarilla DeMark
R4 121-040 121-040 121-040
R3 121-040 121-040 121-040
R2 121-040 121-040 121-040
R1 121-040 121-040 121-040 121-040
PP 121-040 121-040 121-040 121-040
S1 121-040 121-040 121-040 121-040
S2 121-040 121-040 121-040
S3 121-040 121-040 121-040
S4 121-040 121-040 121-040
Weekly Pivots for week ending 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 124-143 123-297 122-073
R3 123-203 123-037 122-002
R2 122-263 122-263 121-298
R1 122-097 122-097 121-274 122-050
PP 122-003 122-003 122-003 121-300
S1 121-157 121-157 121-226 121-110
S2 121-063 121-063 121-202
S3 120-123 120-217 121-178
S4 119-183 119-277 121-107
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-090 120-090 2-000 1.7% 0-046 0.1% 42% False False 3
10 123-020 120-090 2-250 2.3% 0-055 0.1% 30% False False 2
20 124-110 119-270 4-160 3.7% 0-028 0.1% 28% False False 2
40 124-110 118-140 5-290 4.9% 0-014 0.0% 46% False False 2
60 124-110 118-140 5-290 4.9% 0-009 0.0% 46% False False 2
80 125-240 118-140 7-100 6.0% 0-007 0.0% 37% False False 2
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch -0-009
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 121-040
2.618 121-040
1.618 121-040
1.000 121-040
0.618 121-040
HIGH 121-040
0.618 121-040
0.500 121-040
0.382 121-040
LOW 121-040
0.618 121-040
1.000 121-040
1.618 121-040
2.618 121-040
4.250 121-040
Fisher Pivots for day following 08-Apr-2009
Pivot 1 day 3 day
R1 121-040 121-030
PP 121-040 121-020
S1 121-040 121-010

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

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