ECBOT 10 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 22-Apr-2009
Day Change Summary
Previous Current
21-Apr-2009 22-Apr-2009 Change Change % Previous Week
Open 121-000 120-120 -0-200 -0.5% 121-160
High 121-270 120-120 -1-150 -1.2% 122-060
Low 120-270 120-120 -0-150 -0.4% 120-200
Close 120-270 120-120 -0-150 -0.4% 120-220
Range 1-000 0-000 -1-000 -100.0% 1-180
ATR 0-254 0-246 -0-007 -2.9% 0-000
Volume 10 2 -8 -80.0% 14
Daily Pivots for day following 22-Apr-2009
Classic Woodie Camarilla DeMark
R4 120-120 120-120 120-120
R3 120-120 120-120 120-120
R2 120-120 120-120 120-120
R1 120-120 120-120 120-120 120-120
PP 120-120 120-120 120-120 120-120
S1 120-120 120-120 120-120 120-120
S2 120-120 120-120 120-120
S3 120-120 120-120 120-120
S4 120-120 120-120 120-120
Weekly Pivots for week ending 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 125-273 124-267 121-175
R3 124-093 123-087 121-038
R2 122-233 122-233 120-312
R1 121-227 121-227 120-266 121-140
PP 121-053 121-053 121-053 121-010
S1 120-047 120-047 120-174 119-280
S2 119-193 119-193 120-128
S3 118-013 118-187 120-082
S4 116-153 117-007 119-265
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-270 120-120 1-150 1.2% 0-078 0.2% 0% False True 5
10 122-060 120-120 1-260 1.5% 0-082 0.2% 0% False True 3
20 123-190 120-090 3-100 2.8% 0-068 0.2% 3% False False 2
40 124-110 118-260 5-170 4.6% 0-034 0.1% 28% False False 2
60 124-110 118-140 5-290 4.9% 0-023 0.1% 33% False False 2
80 125-140 118-140 7-000 5.8% 0-017 0.0% 28% False False 2
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-003
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 120-120
2.618 120-120
1.618 120-120
1.000 120-120
0.618 120-120
HIGH 120-120
0.618 120-120
0.500 120-120
0.382 120-120
LOW 120-120
0.618 120-120
1.000 120-120
1.618 120-120
2.618 120-120
4.250 120-120
Fisher Pivots for day following 22-Apr-2009
Pivot 1 day 3 day
R1 120-120 121-035
PP 120-120 120-277
S1 120-120 120-198

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

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