ECBOT 10 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 10-Jun-2009

Day Change Summary
	Previous	Current
	09-Jun-2009	10-Jun-2009	Change	Change %	Previous Week
Open	113-080	113-215	0-135	0.4%	116-250
High	113-280	113-225	-0-055	-0.2%	116-280
Low	113-080	112-275	-0-125	-0.3%	113-100
Close	113-220	113-120	-0-100	-0.3%	113-130
Range	0-200	0-270	0-070	35.0%	3-180
ATR	1-009	1-005	-0-004	-1.3%	0-000
Volume	614,682	581,536	-33,146	-5.4%	4,330,482

Daily Pivots for day following 10-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	115-270	115-145	113-268
R3	115-000	114-195	113-194
R2	114-050	114-050	113-170
R1	113-245	113-245	113-145	113-172
PP	113-100	113-100	113-100	113-064
S1	112-295	112-295	113-095	112-222
S2	112-150	112-150	113-070
S3	111-200	112-025	113-046
S4	110-250	111-075	112-292

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	116-070	112-275	3-115	3.0%	1-033	1.0%	15%	False	True	787,843
10	117-040	112-275	4-085	3.8%	1-032	1.0%	12%	False	True	815,988
20	120-150	112-275	7-195	6.7%	1-016	0.9%	7%	False	True	445,314
40	122-060	112-275	9-105	8.2%	0-256	0.7%	6%	False	True	223,578
60	124-110	112-275	11-155	10.1%	0-185	0.5%	4%	False	True	149,053
80	124-110	112-275	11-155	10.1%	0-139	0.4%	4%	False	True	111,790
100	124-110	112-275	11-155	10.1%	0-111	0.3%	4%	False	True	89,432
120	125-240	112-275	12-285	11.4%	0-092	0.3%	4%	False	True	74,527

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-050
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	117-092
2.618	115-292
1.618	115-022
1.000	114-175
0.618	114-072
HIGH	113-225
0.618	113-122
0.500	113-090
0.382	113-058
LOW	112-275
0.618	112-108
1.000	112-005
1.618	111-158
2.618	110-208
4.250	109-088

Fisher Pivots for day following 10-Jun-2009
Pivot	1 day	3 day
R1	113-110	113-119
PP	113-100	113-118
S1	113-090	113-118

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