ECBOT 10 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 01-Jun-2009
Day Change Summary
Previous Current
29-May-2009 01-Jun-2009 Change Change % Previous Week
Open 116-030 116-250 0-220 0.6% 117-190
High 117-040 116-280 -0-080 -0.2% 118-020
Low 116-020 115-080 -0-260 -0.7% 115-120
Close 117-000 115-135 -1-185 -1.3% 117-000
Range 1-020 1-200 0-180 52.9% 2-220
ATR 0-307 1-005 0-018 5.9% 0-000
Volume 855,009 899,980 44,971 5.3% 1,962,047
Daily Pivots for day following 01-Jun-2009
Classic Woodie Camarilla DeMark
R4 120-232 119-223 116-101
R3 119-032 118-023 115-278
R2 117-152 117-152 115-230
R1 116-143 116-143 115-183 116-048
PP 115-272 115-272 115-272 115-224
S1 114-263 114-263 115-087 114-168
S2 114-072 114-072 115-040
S3 112-192 113-063 114-312
S4 110-312 111-183 114-169
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 124-280 123-200 118-153
R3 122-060 120-300 117-236
R2 119-160 119-160 117-158
R1 118-080 118-080 117-079 117-170
PP 116-260 116-260 116-260 116-145
S1 115-180 115-180 116-241 114-270
S2 114-040 114-040 116-162
S3 111-140 112-280 116-084
S4 108-240 110-060 115-167
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-020 115-080 2-260 2.4% 1-106 1.2% 6% False True 572,405
10 120-070 115-080 4-310 4.3% 1-054 1.0% 3% False True 312,011
20 120-150 115-080 5-070 4.5% 0-300 0.8% 3% False True 158,727
40 122-090 115-080 7-010 6.1% 0-211 0.6% 2% False True 79,679
60 124-110 115-080 9-030 7.9% 0-147 0.4% 2% False True 53,120
80 124-110 115-080 9-030 7.9% 0-110 0.3% 2% False True 39,841
100 124-110 115-080 9-030 7.9% 0-088 0.2% 2% False True 31,873
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-080
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 123-250
2.618 121-041
1.618 119-161
1.000 118-160
0.618 117-281
HIGH 116-280
0.618 116-081
0.500 116-020
0.382 115-279
LOW 115-080
0.618 114-079
1.000 113-200
1.618 112-199
2.618 110-319
4.250 108-110
Fisher Pivots for day following 01-Jun-2009
Pivot 1 day 3 day
R1 116-020 116-060
PP 115-272 115-298
S1 115-203 115-217

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

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