ECBOT 10 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 17-Aug-2009
Day Change Summary
Previous Current
14-Aug-2009 17-Aug-2009 Change Change % Previous Week
Open 116-285 117-075 0-110 0.3% 114-290
High 117-260 117-315 0-055 0.1% 117-260
Low 116-250 117-065 0-135 0.4% 114-220
Close 117-085 117-240 0-155 0.4% 117-085
Range 1-010 0-250 -0-080 -24.2% 3-040
ATR 1-019 1-013 -0-006 -1.9% 0-000
Volume 993,595 765,358 -228,237 -23.0% 3,927,917
Daily Pivots for day following 17-Aug-2009
Classic Woodie Camarilla DeMark
R4 119-317 119-208 118-058
R3 119-067 118-278 117-309
R2 118-137 118-137 117-286
R1 118-028 118-028 117-263 118-082
PP 117-207 117-207 117-207 117-234
S1 117-098 117-098 117-217 117-152
S2 116-277 116-277 117-194
S3 116-027 116-168 117-171
S4 115-097 115-238 117-102
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 125-308 124-237 118-315
R3 122-268 121-197 118-040
R2 119-228 119-228 117-268
R1 118-157 118-157 117-177 119-032
PP 116-188 116-188 116-188 116-286
S1 115-117 115-117 116-313 115-312
S2 113-148 113-148 116-222
S3 110-108 112-077 116-130
S4 107-068 109-037 115-175
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-315 115-115 2-200 2.2% 1-022 0.9% 91% True False 767,298
10 117-315 114-210 3-105 2.8% 1-008 0.9% 93% True False 806,561
20 118-010 114-210 3-120 2.9% 1-020 0.9% 92% False False 775,957
40 119-000 114-080 4-240 4.0% 0-319 0.8% 74% False False 752,742
60 119-000 112-255 6-065 5.3% 1-010 0.9% 80% False False 734,812
80 121-030 112-255 8-095 7.0% 0-308 0.8% 60% False False 553,557
100 123-020 112-255 10-085 8.7% 0-262 0.7% 48% False False 442,847
120 124-110 112-255 11-175 9.8% 0-218 0.6% 43% False False 369,039
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-082
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 121-098
2.618 120-010
1.618 119-080
1.000 118-245
0.618 118-150
HIGH 117-315
0.618 117-220
0.500 117-190
0.382 117-160
LOW 117-065
0.618 116-230
1.000 116-135
1.618 115-300
2.618 115-050
4.250 113-282
Fisher Pivots for day following 17-Aug-2009
Pivot 1 day 3 day
R1 117-223 117-140
PP 117-207 117-040
S1 117-190 116-260

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

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