ECBOT 10 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 09-Jul-2009
Day Change Summary
Previous Current
08-Jul-2009 09-Jul-2009 Change Change % Previous Week
Open 117-105 118-145 1-040 1.0% 116-095
High 118-230 118-150 -0-080 -0.2% 117-020
Low 117-090 117-225 0-135 0.4% 115-215
Close 118-200 117-275 -0-245 -0.6% 116-270
Range 1-140 0-245 -0-215 -46.7% 1-125
ATR 0-305 0-304 -0-001 -0.2% 0-000
Volume 691,052 960,140 269,088 38.9% 2,747,883
Daily Pivots for day following 09-Jul-2009
Classic Woodie Camarilla DeMark
R4 120-098 119-272 118-090
R3 119-173 119-027 118-022
R2 118-248 118-248 118-000
R1 118-102 118-102 117-297 118-052
PP 118-003 118-003 118-003 117-299
S1 117-177 117-177 117-253 117-128
S2 117-078 117-078 117-230
S3 116-153 116-252 117-208
S4 115-228 116-007 117-140
Weekly Pivots for week ending 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 120-223 120-052 117-195
R3 119-098 118-247 117-072
R2 117-293 117-293 117-032
R1 117-122 117-122 116-311 117-208
PP 116-168 116-168 116-168 116-211
S1 115-317 115-317 116-229 116-082
S2 115-043 115-043 116-188
S3 113-238 114-192 116-148
S4 112-113 113-067 116-025
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-230 116-050 2-180 2.2% 0-281 0.7% 66% False False 714,173
10 118-230 114-265 3-285 3.3% 0-280 0.7% 78% False False 735,416
20 118-230 112-255 5-295 5.0% 0-300 0.8% 85% False False 721,957
40 120-150 112-255 7-215 6.5% 0-318 0.8% 66% False False 583,635
60 122-060 112-255 9-125 8.0% 0-271 0.7% 54% False False 389,704
80 124-110 112-255 11-175 9.8% 0-214 0.6% 44% False False 292,279
100 124-110 112-255 11-175 9.8% 0-171 0.5% 44% False False 233,823
120 124-110 112-255 11-175 9.8% 0-142 0.4% 44% False False 194,853
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-054
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-231
2.618 120-151
1.618 119-226
1.000 119-075
0.618 118-301
HIGH 118-150
0.618 118-056
0.500 118-028
0.382 117-319
LOW 117-225
0.618 117-074
1.000 116-300
1.618 116-149
2.618 115-224
4.250 114-144
Fisher Pivots for day following 09-Jul-2009
Pivot 1 day 3 day
R1 118-028 117-251
PP 118-003 117-227
S1 117-299 117-202

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.