ECBOT 10 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 07-Aug-2009
Day Change Summary
Previous Current
06-Aug-2009 07-Aug-2009 Change Change % Previous Week
Open 115-185 115-225 0-040 0.1% 117-110
High 116-000 115-275 -0-045 -0.1% 117-110
Low 115-105 114-210 -0-215 -0.6% 114-210
Close 115-240 114-300 -0-260 -0.7% 114-300
Range 0-215 1-065 0-170 79.1% 2-220
ATR 1-006 1-010 0-004 1.3% 0-000
Volume 1,003,578 789,475 -214,103 -21.3% 4,215,261
Daily Pivots for day following 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 118-243 118-017 115-192
R3 117-178 116-272 115-086
R2 116-113 116-113 115-051
R1 115-207 115-207 115-015 115-128
PP 115-048 115-048 115-048 115-009
S1 114-142 114-142 114-265 114-062
S2 113-303 113-303 114-229
S3 112-238 113-077 114-194
S4 111-173 112-012 114-088
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 123-227 122-003 116-133
R3 121-007 119-103 115-216
R2 118-107 118-107 115-138
R1 116-203 116-203 115-059 116-045
PP 115-207 115-207 115-207 115-128
S1 113-303 113-303 114-221 113-145
S2 112-307 112-307 114-142
S3 110-087 111-083 114-064
S4 107-187 108-183 113-147
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-110 114-210 2-220 2.3% 1-024 0.9% 10% False True 843,052
10 117-145 114-210 2-255 2.4% 1-016 0.9% 10% False True 759,381
20 119-000 114-210 4-110 3.8% 1-013 0.9% 6% False True 770,318
40 119-000 113-190 5-130 4.7% 0-313 0.9% 25% False False 746,411
60 120-150 112-255 7-215 6.7% 1-004 0.9% 28% False False 659,130
80 121-270 112-255 9-015 7.9% 0-289 0.8% 24% False False 494,892
100 124-110 112-255 11-175 10.0% 0-241 0.7% 19% False False 395,914
120 124-110 112-255 11-175 10.0% 0-201 0.5% 19% False False 329,929
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-084
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 120-311
2.618 119-003
1.618 117-258
1.000 117-020
0.618 116-193
HIGH 115-275
0.618 115-128
0.500 115-082
0.382 115-037
LOW 114-210
0.618 113-292
1.000 113-145
1.618 112-227
2.618 111-162
4.250 109-174
Fisher Pivots for day following 07-Aug-2009
Pivot 1 day 3 day
R1 115-082 115-180
PP 115-048 115-113
S1 115-014 115-047

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

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