ECBOT 10 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 05-Jun-2009

Day Change Summary
	Previous	Current
	04-Jun-2009	05-Jun-2009	Change	Change %	Previous Week
Open	116-065	114-300	-1-085	-1.1%	116-250
High	116-070	115-025	-1-045	-1.0%	116-280
Low	114-245	113-100	-1-145	-1.3%	113-100
Close	115-005	113-130	-1-195	-1.4%	113-130
Range	1-145	1-245	0-100	21.5%	3-180
ATR	1-008	1-025	0-017	5.2%	0-000
Volume	880,703	733,062	-147,641	-16.8%	4,330,482

Daily Pivots for day following 05-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-073	118-027	114-121
R3	117-148	116-102	113-285
R2	115-223	115-223	113-234
R1	114-177	114-177	113-182	114-078
PP	113-298	113-298	113-298	113-249
S1	112-252	112-252	113-078	112-152
S2	112-053	112-053	113-026
S3	110-128	111-007	112-295
S4	108-203	109-082	112-139

Weekly Pivots for week ending 05-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	125-070	122-280	115-117
R3	121-210	119-100	114-124
R2	118-030	118-030	114-019
R1	115-240	115-240	113-234	115-045
PP	114-170	114-170	114-170	114-072
S1	112-060	112-060	113-026	111-185
S2	110-310	110-310	112-241
S3	107-130	108-200	112-136
S4	103-270	105-020	111-143

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-280	113-100	3-180	3.1%	1-097	1.1%	3%	False	True	866,096
10	118-190	113-100	5-090	4.7%	1-082	1.1%	2%	False	True	642,174
20	120-150	113-100	7-050	6.3%	1-017	0.9%	1%	False	True	329,422
40	122-060	113-100	8-280	7.8%	0-245	0.7%	1%	False	True	165,442
60	124-110	113-100	11-010	9.7%	0-173	0.5%	1%	False	True	110,295
80	124-110	113-100	11-010	9.7%	0-130	0.4%	1%	False	True	82,722
100	124-110	113-100	11-010	9.7%	0-104	0.3%	1%	False	True	66,178
120	125-240	113-100	12-140	11.0%	0-086	0.2%	1%	False	True	55,148

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-074
Widest range in 123 trading days

Fibonacci Retracements and Extensions
4.250	122-186
2.618	119-224
1.618	117-299
1.000	116-270
0.618	116-054
HIGH	115-025
0.618	114-129
0.500	114-062
0.382	113-316
LOW	113-100
0.618	112-071
1.000	111-175
1.618	110-146
2.618	108-221
4.250	105-259

Fisher Pivots for day following 05-Jun-2009
Pivot	1 day	3 day
R1	114-062	114-270
PP	113-298	114-117
S1	113-214	113-283

Download as Excel Spreadsheet

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

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