ECBOT 10 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 26-Jun-2009
Day Change Summary
Previous Current
25-Jun-2009 26-Jun-2009 Change Change % Previous Week
Open 115-055 116-075 1-020 0.9% 114-140
High 116-110 116-165 0-055 0.1% 116-165
Low 114-265 115-265 1-000 0.9% 114-080
Close 116-065 116-130 0-065 0.2% 116-130
Range 1-165 0-220 -0-265 -54.6% 2-085
ATR 1-015 1-007 -0-008 -2.4% 0-000
Volume 831,128 905,455 74,327 8.9% 3,589,722
Daily Pivots for day following 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 118-100 118-015 116-251
R3 117-200 117-115 116-190
R2 116-300 116-300 116-170
R1 116-215 116-215 116-150 116-258
PP 116-080 116-080 116-080 116-101
S1 115-315 115-315 116-110 116-038
S2 115-180 115-180 116-090
S3 114-280 115-095 116-070
S4 114-060 114-195 116-009
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 122-167 121-233 117-209
R3 120-082 119-148 117-009
R2 117-317 117-317 116-263
R1 117-063 117-063 116-196 117-190
PP 115-232 115-232 115-232 115-295
S1 114-298 114-298 116-064 115-105
S2 113-147 113-147 115-317
S3 111-062 112-213 115-251
S4 108-297 110-128 115-051
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-165 114-080 2-085 1.9% 1-004 0.9% 95% True False 717,944
10 116-165 113-190 2-295 2.5% 1-001 0.9% 96% True False 715,751
20 116-280 112-255 4-025 3.5% 1-016 0.9% 89% False False 773,875
40 120-150 112-255 7-215 6.6% 0-310 0.8% 47% False False 443,811
60 122-090 112-255 9-155 8.1% 0-245 0.7% 38% False False 296,078
80 124-110 112-255 11-175 9.9% 0-188 0.5% 31% False False 222,059
100 124-110 112-255 11-175 9.9% 0-150 0.4% 31% False False 177,648
120 124-110 112-255 11-175 9.9% 0-125 0.3% 31% False False 148,040
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 0-100
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 119-140
2.618 118-101
1.618 117-201
1.000 117-065
0.618 116-301
HIGH 116-165
0.618 116-081
0.500 116-055
0.382 116-029
LOW 115-265
0.618 115-129
1.000 115-045
1.618 114-229
2.618 114-009
4.250 112-290
Fisher Pivots for day following 26-Jun-2009
Pivot 1 day 3 day
R1 116-105 116-052
PP 116-080 115-293
S1 116-055 115-215

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

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