ECBOT 10 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 02-Jan-2009
Day Change Summary
Previous Current
31-Dec-2008 02-Jan-2009 Change Change % Previous Week
Open 127-215 126-105 -1-110 -1.1% 127-075
High 127-235 126-245 -0-310 -0.8% 128-100
Low 125-165 124-080 -1-085 -1.0% 124-080
Close 125-240 124-095 -1-145 -1.2% 124-095
Range 2-070 2-165 0-095 13.4% 4-020
ATR 1-141 1-166 0-025 5.3% 0-000
Volume 118,899 115,346 -3,553 -3.0% 363,381
Daily Pivots for day following 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 132-208 130-317 125-218
R3 130-043 128-152 124-316
R2 127-198 127-198 124-243
R1 125-307 125-307 124-169 125-170
PP 125-033 125-033 125-033 124-285
S1 123-142 123-142 124-021 123-005
S2 122-188 122-188 123-267
S3 120-023 120-297 123-194
S4 117-178 118-132 122-292
Weekly Pivots for week ending 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 137-258 135-037 126-170
R3 133-238 131-017 125-132
R2 129-218 129-218 125-013
R1 126-317 126-317 124-214 126-098
PP 125-198 125-198 125-198 125-089
S1 122-297 122-297 123-296 122-078
S2 121-178 121-178 123-177
S3 117-158 118-277 123-058
S4 113-138 114-257 122-020
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128-100 124-080 4-020 3.3% 1-176 1.2% 1% False True 79,282
10 128-225 124-080 4-145 3.6% 1-120 1.1% 1% False True 169,173
20 128-225 121-285 6-260 5.5% 1-178 1.3% 35% False False 308,181
40 128-225 111-310 16-235 13.5% 1-145 1.2% 74% False False 243,130
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 False
Bear Hook False
Bull Hook False
Stretch 0-080
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 137-146
2.618 133-112
1.618 130-267
1.000 129-090
0.618 128-102
HIGH 126-245
0.618 125-257
0.500 125-162
0.382 125-068
LOW 124-080
0.618 122-223
1.000 121-235
1.618 120-058
2.618 117-213
4.250 113-179
Fisher Pivots for day following 02-Jan-2009
Pivot 1 day 3 day
R1 125-162 126-038
PP 125-033 125-163
S1 124-224 124-289

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

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