ECBOT 10 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 14-Apr-2009
Day Change Summary
Previous Current
13-Apr-2009 14-Apr-2009 Change Change % Previous Week
Open 121-160 121-310 0-150 0.4% 120-070
High 121-180 121-300 0-120 0.3% 121-040
Low 121-160 121-120 -0-040 -0.1% 120-090
Close 121-160 121-310 0-150 0.4% 120-230
Range 0-020 0-180 0-160 800.0% 0-270
ATR 0-256 0-251 -0-005 -2.1% 0-000
Volume
Daily Pivots for day following 14-Apr-2009
Classic Woodie Camarilla DeMark
R4 123-143 123-087 122-089
R3 122-283 122-227 122-040
R2 122-103 122-103 122-023
R1 122-047 122-047 122-006 122-080
PP 121-243 121-243 121-243 121-260
S1 121-187 121-187 121-294 121-220
S2 121-063 121-063 121-277
S3 120-203 121-007 121-260
S4 120-023 120-147 121-211
Weekly Pivots for week ending 10-Apr-2009
Classic Woodie Camarilla DeMark
R4 123-077 122-263 121-058
R3 122-127 121-313 120-304
R2 121-177 121-177 120-280
R1 121-043 121-043 120-255 121-110
PP 120-227 120-227 120-227 120-260
S1 120-093 120-093 120-205 120-160
S2 119-277 119-277 120-180
S3 119-007 119-143 120-156
S4 118-057 118-193 120-082
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-300 120-090 1-210 1.4% 0-074 0.2% 102% True False 1
10 122-170 120-090 2-080 1.8% 0-082 0.2% 75% False False 2
20 124-110 119-300 4-130 3.6% 0-042 0.1% 46% False False 2
40 124-110 118-260 5-170 4.5% 0-021 0.1% 57% False False 2
60 124-110 118-140 5-290 4.8% 0-014 0.0% 60% False False 2
80 125-240 118-140 7-100 6.0% 0-010 0.0% 48% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch -0-010
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 124-105
2.618 123-131
1.618 122-271
1.000 122-160
0.618 122-091
HIGH 121-300
0.618 121-231
0.500 121-210
0.382 121-189
LOW 121-120
0.618 121-009
1.000 120-260
1.618 120-149
2.618 119-289
4.250 118-315
Fisher Pivots for day following 14-Apr-2009
Pivot 1 day 3 day
R1 121-277 121-227
PP 121-243 121-143
S1 121-210 121-060

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

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