ECBOT 10 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 20-May-2009
Day Change Summary
Previous Current
19-May-2009 20-May-2009 Change Change % Previous Week
Open 119-040 119-050 0-010 0.0% 118-280
High 119-070 119-220 0-150 0.4% 120-150
Low 118-270 118-280 0-010 0.0% 118-280
Close 119-040 119-140 0-100 0.3% 120-000
Range 0-120 0-260 0-140 116.7% 1-190
ATR 0-244 0-245 0-001 0.5% 0-000
Volume 11,569 34,481 22,912 198.0% 35,941
Daily Pivots for day following 20-May-2009
Classic Woodie Camarilla DeMark
R4 121-247 121-133 119-283
R3 120-307 120-193 119-212
R2 120-047 120-047 119-188
R1 119-253 119-253 119-164 119-310
PP 119-107 119-107 119-107 119-135
S1 118-313 118-313 119-116 119-050
S2 118-167 118-167 119-092
S3 117-227 118-053 119-068
S4 116-287 117-113 118-317
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
5 120-150 118-270 1-200 1.4% 0-228 0.6% 37% False False 15,528
10 120-150 118-060 2-090 1.9% 0-246 0.6% 55% False False 9,676
20 121-030 118-060 2-290 2.4% 0-222 0.6% 43% False False 6,060
40 123-190 118-060 5-130 4.5% 0-145 0.4% 23% False False 3,031
60 124-110 118-060 6-050 5.2% 0-097 0.3% 20% False False 2,021
80 124-110 118-060 6-050 5.2% 0-073 0.2% 20% False False 1,516
100 125-140 118-060 7-080 6.1% 0-058 0.2% 17% False False 1,213
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
4.250 123-045
2.618 121-261
1.618 121-001
1.000 120-160
0.618 120-061
HIGH 119-220
0.618 119-121
0.500 119-090
0.382 119-059
LOW 118-280
0.618 118-119
1.000 118-020
1.618 117-179
2.618 116-239
4.250 115-135
Fisher Pivots for day following 20-May-2009
Pivot 1 day 3 day
R1 119-123 119-170
PP 119-107 119-160
S1 119-090 119-150

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

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