ECBOT 10 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 02-Jun-2009
Day Change Summary
Previous Current
01-Jun-2009 02-Jun-2009 Change Change % Previous Week
Open 116-250 115-210 -1-040 -1.0% 117-190
High 116-280 115-315 -0-285 -0.8% 118-020
Low 115-080 115-065 -0-015 0.0% 115-120
Close 115-135 115-190 0-055 0.1% 117-000
Range 1-200 0-250 -0-270 -51.9% 2-220
ATR 1-005 1-000 -0-005 -1.7% 0-000
Volume 899,980 885,901 -14,079 -1.6% 1,962,047
Daily Pivots for day following 02-Jun-2009
Classic Woodie Camarilla DeMark
R4 117-300 117-175 116-008
R3 117-050 116-245 115-259
R2 116-120 116-120 115-236
R1 115-315 115-315 115-213 115-252
PP 115-190 115-190 115-190 115-159
S1 115-065 115-065 115-167 115-002
S2 114-260 114-260 115-144
S3 114-010 114-135 115-121
S4 113-080 113-205 115-052
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
5 117-050 115-065 1-305 1.7% 1-074 1.1% 20% False True 731,823
10 119-260 115-065 4-195 4.0% 1-042 1.0% 8% False True 399,790
20 120-150 115-065 5-085 4.6% 0-306 0.8% 7% False True 202,881
40 122-060 115-065 6-315 6.0% 0-215 0.6% 6% False True 101,827
60 124-110 115-065 9-045 7.9% 0-151 0.4% 4% False True 67,885
80 124-110 115-065 9-045 7.9% 0-113 0.3% 4% False True 50,914
100 124-110 115-065 9-045 7.9% 0-090 0.2% 4% False True 40,732
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-084
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 119-098
2.618 118-010
1.618 117-080
1.000 116-245
0.618 116-150
HIGH 115-315
0.618 115-220
0.500 115-190
0.382 115-160
LOW 115-065
0.618 114-230
1.000 114-135
1.618 113-300
2.618 113-050
4.250 111-282
Fisher Pivots for day following 02-Jun-2009
Pivot 1 day 3 day
R1 115-190 116-052
PP 115-190 115-312
S1 115-190 115-251

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

View Archives - Comment on this page... - Back to Index of Symbols