Myuran Sukumaran and Andrew Chan are begging for their lives as their options to avoid execution run out.

The Bali Nine drug traffickers lost their bid for a judicial review on Wednesday, meaning their hopes now rest on diplomatic efforts to change the mind of anti-drugs President Joko Widodo.

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Mr Joko is determined to deny mercy to drug offenders on death row, and his administration is planning the next round of executions, to take place in the next two weeks.

Chan, 31, and Sukumaran, 33, penned a short open letter on Thursday in response to the court loss, says their friend, Pastor Matius Arif.

He read the letter – addressed to the Indonesian government and signed by both men – to reporters outside Bali’s Kerobokan jail.

“We beg for moratorium so we can have chance to serve to Indonesia community (sic),” the letter says.

The application for a judicial review detailed past errors in the law, as well as the Sydney men’s work to assist prisoners through chaplaincy and art programs.

But Denpasar District Court determined it didn’t meet the “new evidence” criteria for a review.

Barrister Julian McMahon says their Indonesian legal team is still examining the options after Wednesday’s setback.

“It’s certainly a major blow, that’s for sure, because having this second appeal was probably our best option in having all the issues canvassed,” he told ABC radio.

Prime Minister Tony Abbott, too, says diplomatic efforts to save the pair are continuing.

“We are not going to engage in last-minute, megaphone diplomacy, but I just want to assure people that the Australian government has left no stone unturned to try to ensure that these two Australians on death row have their sentences commuted,” he said.

Mr Matius is also frustrated that the facts about his friends’ rehabilitation won’t be heard in court.

He said an independent team should be sent inside the jail to report to Mr Joko the benefits of the men’s rehab efforts.

“There’s so many testimonies about what they’re doing inside,” he said.

One prisoner who sent his story to AAP on Thursday says he has witnessed remarkable changes in the four years he has spent in Kerobokan with the men.

“They have repented and have made positive changes to the environment here, for the benefit of many Indonesian prisoners,” Andre wrote.

Kerobokan prison governor Sudjonggo said he has received no word on the execution date.

“Although, it feels like things are accelerating,” he said.

“That was apparent with the PK.

“That was a very fast decision considering it was submitted just five days ago.”

The men’s families visited Kerobokan jail again on Thursday, with Sukumaran’s brother Chintu wrapping his arm around their mother, Raji.

Sudjonggo said it was difficult to gauge how the men were feeling.

“From what I see, Myuran has been calm so far,” he said.

“He’s very different to Andrew, who looks enthusiastic every time I say hi to him.”

– AAP