ECBOT 10 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 17-Jun-2009
Day Change Summary
Previous Current
16-Jun-2009 17-Jun-2009 Change Change % Previous Week
Open 114-240 115-075 0-155 0.4% 113-145
High 115-095 115-250 0-155 0.4% 114-200
Low 114-095 114-255 0-160 0.4% 112-255
Close 115-025 115-110 0-085 0.2% 114-110
Range 1-000 0-315 -0-005 -1.6% 1-265
ATR 0-319 0-318 0-000 -0.1% 0-000
Volume 517,590 708,024 190,434 36.8% 3,989,511
Daily Pivots for day following 17-Jun-2009
Classic Woodie Camarilla DeMark
R4 118-083 117-252 115-283
R3 117-088 116-257 115-197
R2 116-093 116-093 115-168
R1 115-262 115-262 115-139 116-018
PP 115-098 115-098 115-098 115-136
S1 114-267 114-267 115-081 115-022
S2 114-103 114-103 115-052
S3 113-108 113-272 115-023
S4 112-113 112-277 114-257
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 119-130 118-225 115-112
R3 117-185 116-280 114-271
R2 115-240 115-240 114-217
R1 115-015 115-015 114-164 115-128
PP 113-295 113-295 113-295 114-031
S1 113-070 113-070 114-056 113-182
S2 112-030 112-030 114-003
S3 110-085 111-125 113-269
S4 108-140 109-180 113-108
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-250 112-255 2-315 2.6% 0-307 0.8% 85% True False 692,873
10 116-070 112-255 3-135 3.0% 1-010 0.9% 74% False False 740,358
20 119-260 112-255 7-005 6.1% 1-034 1.0% 36% False False 616,037
40 121-030 112-255 8-095 7.2% 0-282 0.8% 31% False False 310,187
60 123-190 112-255 10-255 9.4% 0-211 0.6% 24% False False 206,792
80 124-110 112-255 11-175 10.0% 0-158 0.4% 22% False False 155,094
100 124-110 112-255 11-175 10.0% 0-126 0.3% 22% False False 124,076
120 125-140 112-255 12-205 11.0% 0-105 0.3% 20% False False 103,397
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-064
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-309
2.618 118-115
1.618 117-120
1.000 116-245
0.618 116-125
HIGH 115-250
0.618 115-130
0.500 115-092
0.382 115-055
LOW 114-255
0.618 114-060
1.000 113-260
1.618 113-065
2.618 112-070
4.250 110-196
Fisher Pivots for day following 17-Jun-2009
Pivot 1 day 3 day
R1 115-104 115-076
PP 115-098 115-042
S1 115-092 115-008

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

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