ECBOT 10 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 10-Sep-2009
Day Change Summary
Previous Current
09-Sep-2009 10-Sep-2009 Change Change % Previous Week
Open 118-110 118-110 0-000 0.0% 118-060
High 118-170 119-115 0-265 0.7% 119-155
Low 118-015 118-095 0-080 0.2% 117-315
Close 118-120 119-090 0-290 0.8% 118-125
Range 0-155 1-020 0-185 119.4% 1-160
ATR 0-256 0-262 0-006 2.3% 0-000
Volume 46,932 18,236 -28,696 -61.1% 1,225,730
Daily Pivots for day following 10-Sep-2009
Classic Woodie Camarilla DeMark
R4 122-053 121-252 119-277
R3 121-033 120-232 119-184
R2 120-013 120-013 119-152
R1 119-212 119-212 119-121 119-272
PP 118-313 118-313 118-313 119-024
S1 118-192 118-192 119-059 118-252
S2 117-293 117-293 119-028
S3 116-273 117-172 118-316
S4 115-253 116-152 118-223
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 123-038 122-082 119-069
R3 121-198 120-242 118-257
R2 120-038 120-038 118-213
R1 119-082 119-082 118-169 119-220
PP 118-198 118-198 118-198 118-268
S1 117-242 117-242 118-081 118-060
S2 117-038 117-038 118-037
S3 115-198 116-082 117-313
S4 114-038 114-242 117-181
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-115 118-015 1-100 1.1% 0-207 0.5% 94% True False 39,410
10 119-155 117-140 2-015 1.7% 0-228 0.6% 90% False False 366,398
20 119-155 115-205 3-270 3.2% 0-254 0.7% 95% False False 579,519
40 119-155 114-210 4-265 4.0% 0-295 0.8% 96% False False 677,404
60 119-155 113-190 5-285 4.9% 0-298 0.8% 97% False False 693,833
80 119-260 112-255 7-005 5.9% 0-309 0.8% 92% False False 665,678
100 121-270 112-255 9-015 7.6% 0-291 0.8% 72% False False 533,294
120 124-110 112-255 11-175 9.7% 0-252 0.7% 56% False False 444,412
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 13 trading days
Fibonacci Retracements and Extensions
4.250 123-280
2.618 122-045
1.618 121-025
1.000 120-135
0.618 120-005
HIGH 119-115
0.618 118-305
0.500 118-265
0.382 118-225
LOW 118-095
0.618 117-205
1.000 117-075
1.618 116-185
2.618 115-165
4.250 113-250
Fisher Pivots for day following 10-Sep-2009
Pivot 1 day 3 day
R1 119-042 119-028
PP 118-313 118-287
S1 118-265 118-225

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

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