ECBOT 10 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 30-Jun-2009
Day Change Summary
Previous Current
29-Jun-2009 30-Jun-2009 Change Change % Previous Week
Open 116-095 116-155 0-060 0.2% 114-140
High 116-230 116-195 -0-035 -0.1% 116-165
Low 116-035 115-245 -0-110 -0.3% 114-080
Close 116-145 116-085 -0-060 -0.2% 116-130
Range 0-195 0-270 0-075 38.5% 2-085
ATR 0-317 0-314 -0-003 -1.1% 0-000
Volume 644,965 521,031 -123,934 -19.2% 3,589,722
Daily Pivots for day following 30-Jun-2009
Classic Woodie Camarilla DeMark
R4 118-238 118-112 116-234
R3 117-288 117-162 116-159
R2 117-018 117-018 116-134
R1 116-212 116-212 116-110 116-140
PP 116-068 116-068 116-068 116-032
S1 115-262 115-262 116-060 115-190
S2 115-118 115-118 116-036
S3 114-168 114-312 116-011
S4 113-218 114-042 115-256
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
5 116-230 114-265 1-285 1.6% 0-305 0.8% 76% False False 720,822
10 116-230 113-190 3-040 2.7% 0-315 0.8% 86% False False 723,122
20 116-230 112-255 3-295 3.4% 1-001 0.9% 88% False False 742,880
40 120-150 112-255 7-215 6.6% 0-313 0.8% 45% False False 472,881
60 122-060 112-255 9-125 8.1% 0-250 0.7% 37% False False 315,511
80 124-110 112-255 11-175 9.9% 0-193 0.5% 30% False False 236,634
100 124-110 112-255 11-175 9.9% 0-155 0.4% 30% False False 189,308
120 124-110 112-255 11-175 9.9% 0-129 0.3% 30% False False 157,757
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 0-096
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-062
2.618 118-262
1.618 117-312
1.000 117-145
0.618 117-042
HIGH 116-195
0.618 116-092
0.500 116-060
0.382 116-028
LOW 115-245
0.618 115-078
1.000 114-295
1.618 114-128
2.618 113-178
4.250 112-058
Fisher Pivots for day following 30-Jun-2009
Pivot 1 day 3 day
R1 116-077 116-082
PP 116-068 116-080
S1 116-060 116-078

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

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