ECBOT 10 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 15-May-2009
Day Change Summary
Previous Current
14-May-2009 15-May-2009 Change Change % Previous Week
Open 120-100 120-060 -0-040 -0.1% 118-280
High 120-150 120-110 -0-040 -0.1% 120-150
Low 119-300 119-210 -0-090 -0.2% 118-280
Close 120-040 120-000 -0-040 -0.1% 120-000
Range 0-170 0-220 0-050 29.4% 1-190
ATR 0-244 0-242 -0-002 -0.7% 0-000
Volume 10,944 12,530 1,586 14.5% 35,941
Daily Pivots for day following 15-May-2009
Classic Woodie Camarilla DeMark
R4 122-020 121-230 120-121
R3 121-120 121-010 120-060
R2 120-220 120-220 120-040
R1 120-110 120-110 120-020 120-055
PP 120-000 120-000 120-000 119-292
S1 119-210 119-210 119-300 119-155
S2 119-100 119-100 119-280
S3 118-200 118-310 119-260
S4 117-300 118-090 119-199
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 124-180 123-280 120-280
R3 122-310 122-090 120-140
R2 121-120 121-120 120-094
R1 120-220 120-220 120-047 121-010
PP 119-250 119-250 119-250 119-305
S1 119-030 119-030 119-273 119-140
S2 118-060 118-060 119-226
S3 116-190 117-160 119-180
S4 115-000 115-290 119-040
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-150 118-280 1-190 1.3% 0-234 0.6% 71% False False 7,188
10 120-150 118-060 2-090 1.9% 0-227 0.6% 79% False False 5,442
20 121-270 118-060 3-210 3.0% 0-202 0.5% 50% False False 3,352
40 124-110 118-060 6-050 5.1% 0-126 0.3% 29% False False 1,677
60 124-110 118-060 6-050 5.1% 0-084 0.2% 29% False False 1,119
80 124-110 118-060 6-050 5.1% 0-063 0.2% 29% False False 839
100 125-240 118-060 7-180 6.3% 0-051 0.1% 24% False False 672
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-052
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-085
2.618 122-046
1.618 121-146
1.000 121-010
0.618 120-246
HIGH 120-110
0.618 120-026
0.500 120-000
0.382 119-294
LOW 119-210
0.618 119-074
1.000 118-310
1.618 118-174
2.618 117-274
4.250 116-235
Fisher Pivots for day following 15-May-2009
Pivot 1 day 3 day
R1 120-000 119-313
PP 120-000 119-307
S1 120-000 119-300

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

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