ECBOT 10 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 05-Jan-2009
Day Change Summary
Previous Current
02-Jan-2009 05-Jan-2009 Change Change % Previous Week
Open 126-105 124-160 -1-265 -1.4% 127-075
High 126-245 124-250 -1-315 -1.6% 128-100
Low 124-080 123-200 -0-200 -0.5% 124-080
Close 124-095 124-055 -0-040 -0.1% 124-095
Range 2-165 1-050 -1-115 -54.0% 4-020
ATR 1-166 1-158 -0-008 -1.7% 0-000
Volume 115,346 206,154 90,808 78.7% 363,381
Daily Pivots for day following 05-Jan-2009
Classic Woodie Camarilla DeMark
R4 127-212 127-023 124-258
R3 126-162 125-293 124-157
R2 125-112 125-112 124-123
R1 124-243 124-243 124-089 124-152
PP 124-062 124-062 124-062 124-016
S1 123-193 123-193 124-021 123-102
S2 123-012 123-012 123-307
S3 121-282 122-143 123-273
S4 120-232 121-093 123-172
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
5 128-100 123-200 4-220 3.8% 1-203 1.3% 12% False True 113,907
10 128-100 123-200 4-220 3.8% 1-112 1.1% 12% False True 147,014
20 128-225 121-285 6-260 5.5% 1-176 1.2% 33% False False 292,887
40 128-225 111-310 16-235 13.5% 1-145 1.2% 73% False False 248,183
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-078
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 129-222
2.618 127-259
1.618 126-209
1.000 125-300
0.618 125-159
HIGH 124-250
0.618 124-109
0.500 124-065
0.382 124-021
LOW 123-200
0.618 122-291
1.000 122-150
1.618 121-241
2.618 120-191
4.250 118-228
Fisher Pivots for day following 05-Jan-2009
Pivot 1 day 3 day
R1 124-065 125-218
PP 124-062 125-057
S1 124-058 124-216

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

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