ECBOT 10 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 15-Apr-2009
Day Change Summary
Previous Current
14-Apr-2009 15-Apr-2009 Change Change % Previous Week
Open 123-015 123-185 0-170 0.4% 122-045
High 123-230 123-275 0-045 0.1% 122-265
Low 122-280 123-085 0-125 0.3% 121-260
Close 123-190 123-255 0-065 0.2% 122-105
Range 0-270 0-190 -0-080 -29.6% 1-005
ATR 1-018 1-007 -0-011 -3.1% 0-000
Volume 333,548 481,761 148,213 44.4% 2,159,503
Daily Pivots for day following 15-Apr-2009
Classic Woodie Camarilla DeMark
R4 125-135 125-065 124-040
R3 124-265 124-195 123-307
R2 124-075 124-075 123-290
R1 124-005 124-005 123-272 124-040
PP 123-205 123-205 123-205 123-222
S1 123-135 123-135 123-238 123-170
S2 123-015 123-015 123-220
S3 122-145 122-265 123-203
S4 121-275 122-075 123-150
Weekly Pivots for week ending 10-Apr-2009
Classic Woodie Camarilla DeMark
R4 125-118 124-277 122-284
R3 124-113 123-272 122-194
R2 123-108 123-108 122-165
R1 122-267 122-267 122-135 123-028
PP 122-103 122-103 122-103 122-144
S1 121-262 121-262 122-075 122-022
S2 121-098 121-098 122-045
S3 120-093 120-257 122-016
S4 119-088 119-252 121-246
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-275 121-295 1-300 1.6% 0-261 0.7% 97% True False 450,615
10 124-180 121-260 2-240 2.2% 0-274 0.7% 72% False False 500,967
20 126-040 120-240 5-120 4.3% 1-030 0.9% 57% False False 578,826
40 126-040 119-090 6-270 5.5% 1-052 0.9% 66% False False 535,139
60 126-040 119-060 6-300 5.6% 1-057 1.0% 66% False False 358,431
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-051
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 126-122
2.618 125-132
1.618 124-262
1.000 124-145
0.618 124-072
HIGH 123-275
0.618 123-202
0.500 123-180
0.382 123-158
LOW 123-085
0.618 122-288
1.000 122-215
1.618 122-098
2.618 121-228
4.250 120-238
Fisher Pivots for day following 15-Apr-2009
Pivot 1 day 3 day
R1 123-230 123-172
PP 123-205 123-090
S1 123-180 123-008

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

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