ECBOT 10 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 16-Apr-2009
Day Change Summary
Previous Current
15-Apr-2009 16-Apr-2009 Change Change % Previous Week
Open 123-185 123-240 0-055 0.1% 122-045
High 123-275 123-250 -0-025 -0.1% 122-265
Low 123-085 123-010 -0-075 -0.2% 121-260
Close 123-255 123-070 -0-185 -0.5% 122-105
Range 0-190 0-240 0-050 26.3% 1-005
ATR 1-007 1-002 -0-006 -1.8% 0-000
Volume 481,761 523,504 41,743 8.7% 2,159,503
Daily Pivots for day following 16-Apr-2009
Classic Woodie Camarilla DeMark
R4 125-190 125-050 123-202
R3 124-270 124-130 123-136
R2 124-030 124-030 123-114
R1 123-210 123-210 123-092 123-160
PP 123-110 123-110 123-110 123-085
S1 122-290 122-290 123-048 122-240
S2 122-190 122-190 123-026
S3 121-270 122-050 123-004
S4 121-030 121-130 122-258
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% 0-263 0.7% 67% False False 472,275
10 124-180 121-260 2-240 2.2% 0-282 0.7% 51% False False 509,594
20 125-160 121-260 3-220 3.0% 0-276 0.7% 38% False False 572,200
40 126-040 119-090 6-270 5.6% 1-046 0.9% 58% False False 547,693
60 126-040 119-060 6-300 5.6% 1-052 0.9% 58% False False 367,152
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 0-046
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-310
2.618 125-238
1.618 124-318
1.000 124-170
0.618 124-078
HIGH 123-250
0.618 123-158
0.500 123-130
0.382 123-102
LOW 123-010
0.618 122-182
1.000 122-090
1.618 121-262
2.618 121-022
4.250 119-270
Fisher Pivots for day following 16-Apr-2009
Pivot 1 day 3 day
R1 123-130 123-118
PP 123-110 123-102
S1 123-090 123-086

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

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