ECBOT 10 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 13-Jul-2009
Day Change Summary
Previous Current
10-Jul-2009 13-Jul-2009 Change Change % Previous Week
Open 117-290 118-240 0-270 0.7% 116-280
High 119-000 119-000 0-000 0.0% 119-000
Low 117-285 118-065 0-100 0.3% 116-175
Close 118-225 118-105 -0-120 -0.3% 118-225
Range 1-035 0-255 -0-100 -28.2% 2-145
ATR 0-308 0-304 -0-004 -1.2% 0-000
Volume 802,745 637,711 -165,034 -20.6% 3,672,441
Daily Pivots for day following 13-Jul-2009
Classic Woodie Camarilla DeMark
R4 120-288 120-132 118-245
R3 120-033 119-197 118-175
R2 119-098 119-098 118-152
R1 118-262 118-262 118-128 118-212
PP 118-163 118-163 118-163 118-139
S1 118-007 118-007 118-082 117-278
S2 117-228 117-228 118-058
S3 116-293 117-072 118-035
S4 116-038 116-137 117-285
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 125-142 124-168 120-017
R3 122-317 122-023 119-121
R2 120-172 120-172 119-049
R1 119-198 119-198 118-297 120-025
PP 118-027 118-027 118-027 118-100
S1 117-053 117-053 118-153 117-200
S2 115-202 115-202 118-081
S3 113-057 114-228 118-009
S4 110-232 112-083 117-113
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-000 116-175 2-145 2.1% 0-317 0.8% 73% True False 724,585
10 119-000 115-215 3-105 2.8% 0-270 0.7% 80% True False 705,803
20 119-000 113-190 5-130 4.6% 0-296 0.8% 88% True False 710,777
40 120-110 112-255 7-175 6.4% 1-002 0.8% 73% False False 619,205
60 121-270 112-255 9-015 7.6% 0-279 0.7% 61% False False 413,712
80 124-110 112-255 11-175 9.8% 0-221 0.6% 48% False False 310,284
100 124-110 112-255 11-175 9.8% 0-177 0.5% 48% False False 248,228
120 124-110 112-255 11-175 9.8% 0-148 0.4% 48% False False 206,857
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 0-042
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-124
2.618 121-028
1.618 120-093
1.000 119-255
0.618 119-158
HIGH 119-000
0.618 118-223
0.500 118-192
0.382 118-162
LOW 118-065
0.618 117-227
1.000 117-130
1.618 116-292
2.618 116-037
4.250 114-261
Fisher Pivots for day following 13-Jul-2009
Pivot 1 day 3 day
R1 118-192 118-112
PP 118-163 118-110
S1 118-134 118-108

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

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