ECBOT 10 Year T-Note Future September 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 122-070 121-200 -0-190 -0.5% 120-070
High 122-060 121-200 -0-180 -0.5% 121-040
Low 121-240 121-190 -0-050 -0.1% 120-090
Close 122-070 121-200 -0-190 -0.5% 120-230
Range 0-140 0-010 -0-130 -92.9% 0-270
ATR 0-243 0-240 -0-003 -1.3% 0-000
Volume 0 12 12 7
Daily Pivots for day following 16-Apr-2009
Classic Woodie Camarilla DeMark
R4 121-227 121-223 121-206
R3 121-217 121-213 121-203
R2 121-207 121-207 121-202
R1 121-203 121-203 121-201 121-205
PP 121-197 121-197 121-197 121-198
S1 121-193 121-193 121-199 121-195
S2 121-187 121-187 121-198
S3 121-177 121-183 121-197
S4 121-167 121-173 121-194
Weekly Pivots for week ending 10-Apr-2009
Classic Woodie Camarilla DeMark
R4 123-077 122-263 121-058
R3 122-127 121-313 120-304
R2 121-177 121-177 120-280
R1 121-043 121-043 120-255 121-110
PP 120-227 120-227 120-227 120-260
S1 120-093 120-093 120-205 120-160
S2 119-277 119-277 120-180
S3 119-007 119-143 120-156
S4 118-057 118-193 120-082
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-060 120-140 1-240 1.4% 0-088 0.2% 68% False False 2
10 122-090 120-090 2-000 1.6% 0-067 0.2% 67% False False 3
20 124-110 119-300 4-130 3.6% 0-050 0.1% 38% False False 2
40 124-110 118-260 5-170 4.5% 0-025 0.1% 51% False False 2
60 124-110 118-140 5-290 4.9% 0-016 0.0% 54% False False 2
80 125-240 118-140 7-100 6.0% 0-012 0.0% 44% False False 2
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 -0-012
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 121-242
2.618 121-226
1.618 121-216
1.000 121-210
0.618 121-206
HIGH 121-200
0.618 121-196
0.500 121-195
0.382 121-194
LOW 121-190
0.618 121-184
1.000 121-180
1.618 121-174
2.618 121-164
4.250 121-148
Fisher Pivots for day following 16-Apr-2009
Pivot 1 day 3 day
R1 121-198 121-250
PP 121-197 121-233
S1 121-195 121-217

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

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