ECBOT 10 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 20-May-2009
Day Change Summary
Previous Current
19-May-2009 20-May-2009 Change Change % Previous Week
Open 120-215 120-190 -0-025 -0.1% 120-135
High 120-245 121-065 0-140 0.4% 122-020
Low 120-105 120-120 0-015 0.0% 120-130
Close 120-210 120-305 0-095 0.2% 121-165
Range 0-140 0-265 0-125 89.3% 1-210
ATR 0-279 0-278 -0-001 -0.4% 0-000
Volume 556,584 645,954 89,370 16.1% 2,929,947
Daily Pivots for day following 20-May-2009
Classic Woodie Camarilla DeMark
R4 123-105 122-310 121-131
R3 122-160 122-045 121-058
R2 121-215 121-215 121-034
R1 121-100 121-100 121-009 121-158
PP 120-270 120-270 120-270 120-299
S1 120-155 120-155 120-281 120-212
S2 120-005 120-005 120-256
S3 119-060 119-210 120-232
S4 118-115 118-265 120-159
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 126-095 125-180 122-136
R3 124-205 123-290 121-311
R2 122-315 122-315 121-262
R1 122-080 122-080 121-214 122-198
PP 121-105 121-105 121-105 121-164
S1 120-190 120-190 121-116 120-308
S2 119-215 119-215 121-068
S3 118-005 118-300 121-019
S4 116-115 117-090 120-194
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-020 120-105 1-235 1.4% 0-240 0.6% 36% False False 582,237
10 122-020 119-225 2-115 2.0% 0-270 0.7% 53% False False 613,515
20 122-225 119-225 3-000 2.5% 0-263 0.7% 42% False False 593,345
40 124-180 119-225 4-275 4.0% 0-277 0.7% 26% False False 568,277
60 126-040 119-090 6-270 5.7% 1-007 0.8% 24% False False 594,904
80 126-040 119-060 6-300 5.7% 1-023 0.9% 25% False False 452,110
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 0-060
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-231
2.618 123-119
1.618 122-174
1.000 122-010
0.618 121-229
HIGH 121-065
0.618 120-284
0.500 120-252
0.382 120-221
LOW 120-120
0.618 119-276
1.000 119-175
1.618 119-011
2.618 118-066
4.250 116-274
Fisher Pivots for day following 20-May-2009
Pivot 1 day 3 day
R1 120-288 121-012
PP 120-270 121-003
S1 120-252 120-314

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

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