ECBOT 10 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 12-Aug-2009
Day Change Summary
Previous Current
11-Aug-2009 12-Aug-2009 Change Change % Previous Week
Open 115-165 116-055 0-210 0.6% 117-110
High 116-080 116-175 0-095 0.3% 117-110
Low 115-115 115-135 0-020 0.1% 114-210
Close 116-030 116-055 0-025 0.1% 114-300
Range 0-285 1-040 0-075 26.3% 2-220
ATR 1-006 1-009 0-002 0.7% 0-000
Volume 504,867 786,046 281,179 55.7% 4,215,261
Daily Pivots for day following 12-Aug-2009
Classic Woodie Camarilla DeMark
R4 119-135 118-295 116-253
R3 118-095 117-255 116-154
R2 117-055 117-055 116-121
R1 116-215 116-215 116-088 116-235
PP 116-015 116-015 116-015 116-025
S1 115-175 115-175 116-022 115-195
S2 114-295 114-295 115-309
S3 113-255 114-135 115-276
S4 112-215 113-095 115-177
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
5 116-175 114-210 1-285 1.6% 0-314 0.8% 80% True False 788,150
10 117-145 114-210 2-255 2.4% 1-024 0.9% 54% False False 789,701
20 118-010 114-210 3-120 2.9% 1-016 0.9% 45% False False 775,290
40 119-000 113-190 5-130 4.7% 0-319 0.9% 48% False False 750,990
60 119-260 112-255 7-005 6.0% 1-008 0.9% 48% False False 694,398
80 121-270 112-255 9-015 7.8% 0-300 0.8% 37% False False 521,738
100 124-110 112-255 11-175 9.9% 0-251 0.7% 29% False False 417,391
120 124-110 112-255 11-175 9.9% 0-209 0.6% 29% False False 347,826
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-088
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-105
2.618 119-157
1.618 118-117
1.000 117-215
0.618 117-077
HIGH 116-175
0.618 116-037
0.500 115-315
0.382 115-273
LOW 115-135
0.618 114-233
1.000 114-095
1.618 113-193
2.618 112-153
4.250 110-205
Fisher Pivots for day following 12-Aug-2009
Pivot 1 day 3 day
R1 116-035 115-316
PP 116-015 115-257
S1 115-315 115-198

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

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