ECBOT 10 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 11-May-2009
Day Change Summary
Previous Current
08-May-2009 11-May-2009 Change Change % Previous Week
Open 120-010 120-135 0-125 0.3% 120-255
High 120-210 121-120 0-230 0.6% 121-140
Low 119-225 120-130 0-225 0.6% 119-225
Close 120-115 121-085 0-290 0.8% 120-115
Range 0-305 0-310 0-005 1.6% 1-235
ATR 0-296 0-299 0-002 0.7% 0-000
Volume 858,138 679,021 -179,117 -20.9% 2,697,710
Daily Pivots for day following 11-May-2009
Classic Woodie Camarilla DeMark
R4 123-295 123-180 121-256
R3 122-305 122-190 121-170
R2 121-315 121-315 121-142
R1 121-200 121-200 121-113 121-258
PP 121-005 121-005 121-005 121-034
S1 120-210 120-210 121-057 120-268
S2 120-015 120-015 121-028
S3 119-025 119-220 121-000
S4 118-035 118-230 120-234
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 125-225 124-245 121-100
R3 123-310 123-010 120-268
R2 122-075 122-075 120-217
R1 121-095 121-095 120-166 120-288
PP 120-160 120-160 120-160 120-096
S1 119-180 119-180 120-064 119-052
S2 118-245 118-245 120-013
S3 117-010 117-265 119-282
S4 115-095 116-030 119-130
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-140 119-225 1-235 1.4% 0-288 0.7% 90% False False 598,946
10 122-225 119-225 3-000 2.5% 0-288 0.7% 52% False False 608,456
20 123-275 119-225 4-050 3.4% 0-280 0.7% 38% False False 575,032
40 126-040 119-225 6-135 5.3% 1-000 0.8% 24% False False 588,324
60 126-040 119-090 6-270 5.6% 1-031 0.9% 29% False False 535,081
80 126-040 119-060 6-300 5.7% 1-036 0.9% 30% False False 402,398
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 True
Bear Hook False
Bull Hook False
Stretch 0-076
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-158
2.618 123-292
1.618 122-302
1.000 122-110
0.618 121-312
HIGH 121-120
0.618 121-002
0.500 120-285
0.382 120-248
LOW 120-130
0.618 119-258
1.000 119-140
1.618 118-268
2.618 117-278
4.250 116-092
Fisher Pivots for day following 11-May-2009
Pivot 1 day 3 day
R1 121-045 121-008
PP 121-005 120-250
S1 120-285 120-172

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

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