ECBOT 10 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 13-May-2009
Day Change Summary
Previous Current
12-May-2009 13-May-2009 Change Change % Previous Week
Open 121-080 121-075 -0-005 0.0% 120-255
High 121-160 121-290 0-130 0.3% 121-140
Low 120-275 120-305 0-030 0.1% 119-225
Close 121-095 121-235 0-140 0.4% 120-115
Range 0-205 0-305 0-100 48.8% 1-235
ATR 0-292 0-293 0-001 0.3% 0-000
Volume 499,495 574,302 74,807 15.0% 2,697,710
Daily Pivots for day following 13-May-2009
Classic Woodie Camarilla DeMark
R4 124-125 124-005 122-083
R3 123-140 123-020 121-319
R2 122-155 122-155 121-291
R1 122-035 122-035 121-263 122-095
PP 121-170 121-170 121-170 121-200
S1 121-050 121-050 121-207 121-110
S2 120-185 120-185 121-179
S3 119-200 120-065 121-151
S4 118-215 119-080 121-067
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
5 121-290 119-225 2-065 1.8% 0-301 0.8% 92% True False 644,793
10 121-290 119-225 2-065 1.8% 0-255 0.7% 92% True False 586,252
20 123-250 119-225 4-025 3.4% 0-283 0.7% 50% False False 587,957
40 126-040 119-225 6-135 5.3% 0-316 0.8% 32% False False 583,392
60 126-040 119-090 6-270 5.6% 1-022 0.9% 36% False False 552,745
80 126-040 119-060 6-300 5.7% 1-034 0.9% 37% False False 415,813
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 0-068
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-306
2.618 124-128
1.618 123-143
1.000 122-275
0.618 122-158
HIGH 121-290
0.618 121-173
0.500 121-138
0.382 121-102
LOW 120-305
0.618 120-117
1.000 120-000
1.618 119-132
2.618 118-147
4.250 116-289
Fisher Pivots for day following 13-May-2009
Pivot 1 day 3 day
R1 121-202 121-173
PP 121-170 121-112
S1 121-138 121-050

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

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