ECBOT 10 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 01-Jul-2009
Day Change Summary
Previous Current
30-Jun-2009 01-Jul-2009 Change Change % Previous Week
Open 116-155 116-085 -0-070 -0.2% 114-140
High 116-195 116-120 -0-075 -0.2% 116-165
Low 115-245 115-215 -0-030 -0.1% 114-080
Close 116-085 116-085 0-000 0.0% 116-130
Range 0-270 0-225 -0-045 -16.7% 2-085
ATR 0-314 0-307 -0-006 -2.0% 0-000
Volume 521,031 880,715 359,684 69.0% 3,589,722
Daily Pivots for day following 01-Jul-2009
Classic Woodie Camarilla DeMark
R4 118-068 117-302 116-209
R3 117-163 117-077 116-147
R2 116-258 116-258 116-126
R1 116-172 116-172 116-106 116-198
PP 116-033 116-033 116-033 116-046
S1 115-267 115-267 116-064 115-292
S2 115-128 115-128 116-044
S3 114-223 115-042 116-023
S4 113-318 114-137 115-281
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% 0-279 0.7% 76% False False 756,658
10 116-230 113-190 3-040 2.7% 0-306 0.8% 86% False False 740,391
20 116-230 112-255 3-295 3.4% 0-318 0.9% 88% False False 740,374
40 120-150 112-255 7-215 6.6% 0-315 0.8% 45% False False 494,860
60 122-060 112-255 9-125 8.1% 0-254 0.7% 37% False False 330,190
80 124-110 112-255 11-175 9.9% 0-196 0.5% 30% False False 247,643
100 124-110 112-255 11-175 9.9% 0-157 0.4% 30% False False 198,115
120 124-110 112-255 11-175 9.9% 0-131 0.4% 30% False False 165,096
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-086
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-116
2.618 118-069
1.618 117-164
1.000 117-025
0.618 116-259
HIGH 116-120
0.618 116-034
0.500 116-008
0.382 115-301
LOW 115-215
0.618 115-076
1.000 114-310
1.618 114-171
2.618 113-266
4.250 112-219
Fisher Pivots for day following 01-Jul-2009
Pivot 1 day 3 day
R1 116-059 116-078
PP 116-033 116-070
S1 116-008 116-062

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

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