ECBOT 10 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 22-May-2009
Day Change Summary
Previous Current
21-May-2009 22-May-2009 Change Change % Previous Week
Open 119-160 118-090 -1-070 -1.0% 120-010
High 119-260 118-190 -1-070 -1.0% 120-070
Low 118-050 117-180 -0-190 -0.5% 117-180
Close 118-130 117-210 -0-240 -0.6% 117-210
Range 1-210 1-010 -0-200 -37.7% 2-210
ATR 0-265 0-270 0-005 1.7% 0-000
Volume 74,708 129,214 54,506 73.0% 258,091
Daily Pivots for day following 22-May-2009
Classic Woodie Camarilla DeMark
R4 121-010 120-120 118-072
R3 120-000 119-110 117-301
R2 118-310 118-310 117-270
R1 118-100 118-100 117-240 118-040
PP 117-300 117-300 117-300 117-270
S1 117-090 117-090 117-180 117-030
S2 116-290 116-290 117-150
S3 115-280 116-080 117-119
S4 114-270 115-070 117-028
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 126-143 124-227 119-038
R3 123-253 122-017 118-124
R2 121-043 121-043 118-046
R1 119-127 119-127 117-288 118-300
PP 118-153 118-153 118-153 118-080
S1 116-237 116-237 117-132 116-090
S2 115-263 115-263 117-054
S3 113-053 114-027 116-296
S4 110-163 111-137 116-062
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-070 117-180 2-210 2.3% 1-002 0.9% 4% False True 51,618
10 120-150 117-180 2-290 2.5% 0-278 0.7% 3% False True 29,403
20 121-030 117-180 3-170 3.0% 0-254 0.7% 3% False True 16,255
40 122-280 117-180 5-100 4.5% 0-167 0.4% 2% False True 8,129
60 124-110 117-180 6-250 5.8% 0-111 0.3% 1% False True 5,420
80 124-110 117-180 6-250 5.8% 0-083 0.2% 1% False True 4,065
100 125-140 117-180 7-280 6.7% 0-067 0.2% 1% False True 3,253
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-062
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-312
2.618 121-094
1.618 120-084
1.000 119-200
0.618 119-074
HIGH 118-190
0.618 118-064
0.500 118-025
0.382 117-306
LOW 117-180
0.618 116-296
1.000 116-170
1.618 115-286
2.618 114-276
4.250 113-058
Fisher Pivots for day following 22-May-2009
Pivot 1 day 3 day
R1 118-025 118-220
PP 117-300 118-110
S1 117-255 118-000

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

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