ECBOT 10 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 06-May-2009
Day Change Summary
Previous Current
05-May-2009 06-May-2009 Change Change % Previous Week
Open 120-270 120-285 0-015 0.0% 121-225
High 121-035 121-140 0-105 0.3% 122-225
Low 120-180 120-190 0-010 0.0% 120-145
Close 120-305 121-035 0-050 0.1% 120-240
Range 0-175 0-270 0-095 54.3% 2-080
ATR 0-290 0-288 -0-001 -0.5% 0-000
Volume 371,714 472,845 101,131 27.2% 3,193,360
Daily Pivots for day following 06-May-2009
Classic Woodie Camarilla DeMark
R4 123-185 123-060 121-184
R3 122-235 122-110 121-109
R2 121-285 121-285 121-084
R1 121-160 121-160 121-060 121-222
PP 121-015 121-015 121-015 121-046
S1 120-210 120-210 121-010 120-272
S2 120-065 120-065 120-306
S3 119-115 119-260 120-281
S4 118-165 118-310 120-206
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 128-017 126-208 121-316
R3 125-257 124-128 121-118
R2 123-177 123-177 121-052
R1 122-048 122-048 120-306 121-232
PP 121-097 121-097 121-097 121-029
S1 119-288 119-288 120-174 119-152
S2 119-017 119-017 120-108
S3 116-257 117-208 120-042
S4 114-177 115-128 119-164
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-140 120-145 0-315 0.8% 0-209 0.5% 67% True False 527,711
10 122-225 120-145 2-080 1.9% 0-256 0.7% 29% False False 573,175
20 123-275 120-145 3-130 2.8% 0-273 0.7% 19% False False 539,412
40 126-040 120-130 5-230 4.7% 1-004 0.8% 12% False False 587,518
60 126-040 119-090 6-270 5.7% 1-032 0.9% 27% False False 499,777
80 126-040 119-060 6-300 5.7% 1-036 0.9% 28% False False 375,549
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-071
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 125-008
2.618 123-207
1.618 122-257
1.000 122-090
0.618 121-307
HIGH 121-140
0.618 121-037
0.500 121-005
0.382 120-293
LOW 120-190
0.618 120-023
1.000 119-240
1.618 119-073
2.618 118-123
4.250 117-002
Fisher Pivots for day following 06-May-2009
Pivot 1 day 3 day
R1 121-025 121-022
PP 121-015 121-008
S1 121-005 120-315

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

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