ECBOT 10 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 04-May-2009
Day Change Summary
Previous Current
01-May-2009 04-May-2009 Change Change % Previous Week
Open 119-010 119-120 0-110 0.3% 120-190
High 119-130 119-130 0-000 0.0% 121-030
Low 118-280 118-300 0-020 0.1% 118-280
Close 119-040 119-090 0-050 0.1% 119-040
Range 0-170 0-150 -0-020 -11.8% 2-070
ATR 0-242 0-235 -0-007 -2.7% 0-000
Volume 375 2,804 2,429 647.7% 12,592
Daily Pivots for day following 04-May-2009
Classic Woodie Camarilla DeMark
R4 120-197 120-133 119-172
R3 120-047 119-303 119-131
R2 119-217 119-217 119-118
R1 119-153 119-153 119-104 119-110
PP 119-067 119-067 119-067 119-045
S1 119-003 119-003 119-076 118-280
S2 118-237 118-237 119-062
S3 118-087 118-173 119-049
S4 117-257 118-023 119-008
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 126-113 124-307 120-110
R3 124-043 122-237 119-235
R2 121-293 121-293 119-170
R1 120-167 120-167 119-105 120-035
PP 119-223 119-223 119-223 119-158
S1 118-097 118-097 118-295 117-285
S2 117-153 117-153 118-230
S3 115-083 116-027 118-165
S4 113-013 113-277 117-290
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-030 118-280 2-070 1.9% 0-232 0.6% 18% False False 2,826
10 121-270 118-280 2-310 2.5% 0-189 0.5% 14% False False 1,543
20 122-060 118-280 3-100 2.8% 0-124 0.3% 12% False False 772
40 124-110 118-280 5-150 4.6% 0-074 0.2% 7% False False 387
60 124-110 118-140 5-290 5.0% 0-049 0.1% 14% False False 259
80 124-110 118-140 5-290 5.0% 0-037 0.1% 14% False False 194
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0-031
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 121-128
2.618 120-203
1.618 120-053
1.000 119-280
0.618 119-223
HIGH 119-130
0.618 119-073
0.500 119-055
0.382 119-037
LOW 118-300
0.618 118-207
1.000 118-150
1.618 118-057
2.618 117-227
4.250 116-302
Fisher Pivots for day following 04-May-2009
Pivot 1 day 3 day
R1 119-078 119-078
PP 119-067 119-067
S1 119-055 119-055

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

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