ECBOT 10 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 27-May-2009
Day Change Summary
Previous Current
26-May-2009 27-May-2009 Change Change % Previous Week
Open 117-190 116-250 -0-260 -0.7% 120-010
High 118-020 117-050 -0-290 -0.8% 120-070
Low 116-250 115-190 -1-060 -1.0% 117-180
Close 117-070 115-310 -1-080 -1.1% 117-210
Range 1-090 1-180 0-090 22.0% 2-210
ATR 0-280 0-297 0-017 6.1% 0-000
Volume 88,810 369,292 280,482 315.8% 258,091
Daily Pivots for day following 27-May-2009
Classic Woodie Camarilla DeMark
R4 120-297 120-003 116-265
R3 119-117 118-143 116-128
R2 117-257 117-257 116-082
R1 116-283 116-283 116-036 116-180
PP 116-077 116-077 116-077 116-025
S1 115-103 115-103 115-264 115-000
S2 114-217 114-217 115-218
S3 113-037 113-243 115-172
S4 111-177 112-063 115-035
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
5 119-260 115-190 4-070 3.6% 1-086 1.1% 9% False True 139,301
10 120-150 115-190 4-280 4.2% 1-001 0.9% 8% False True 74,640
20 120-150 115-190 4-280 4.2% 0-272 0.7% 8% False True 38,827
40 122-170 115-190 6-300 6.0% 0-189 0.5% 5% False True 19,582
60 124-110 115-190 8-240 7.5% 0-126 0.3% 4% False True 13,055
80 124-110 115-190 8-240 7.5% 0-095 0.3% 4% False True 9,792
100 125-140 115-190 9-270 8.5% 0-076 0.2% 4% False True 7,834
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 0-083
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 123-255
2.618 121-079
1.618 119-219
1.000 118-230
0.618 118-039
HIGH 117-050
0.618 116-179
0.500 116-120
0.382 116-061
LOW 115-190
0.618 114-201
1.000 114-010
1.618 113-021
2.618 111-161
4.250 108-305
Fisher Pivots for day following 27-May-2009
Pivot 1 day 3 day
R1 116-120 117-030
PP 116-077 116-230
S1 116-033 116-110

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

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