ECBOT 10 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 26-Jan-2009
Day Change Summary
Previous Current
23-Jan-2009 26-Jan-2009 Change Change % Previous Week
Open 124-080 123-285 -0-115 -0.3% 125-265
High 124-245 124-035 -0-210 -0.5% 126-135
Low 123-105 123-055 -0-050 -0.1% 123-105
Close 123-290 123-210 -0-080 -0.2% 123-290
Range 1-140 0-300 -0-160 -34.8% 3-030
ATR 1-140 1-128 -0-011 -2.5% 0-000
Volume 684,783 598,290 -86,493 -12.6% 2,387,554
Daily Pivots for day following 26-Jan-2009
Classic Woodie Camarilla DeMark
R4 126-147 125-318 124-055
R3 125-167 125-018 123-292
R2 124-187 124-187 123-265
R1 124-038 124-038 123-238 123-282
PP 123-207 123-207 123-207 123-169
S1 123-058 123-058 123-182 122-302
S2 122-227 122-227 123-155
S3 121-247 122-078 123-128
S4 120-267 121-098 123-045
Weekly Pivots for week ending 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 133-267 131-308 125-194
R3 130-237 128-278 124-242
R2 127-207 127-207 124-152
R1 125-248 125-248 124-061 125-052
PP 124-177 124-177 124-177 124-079
S1 122-218 122-218 123-199 122-022
S2 121-147 121-147 123-108
S3 118-117 119-188 123-018
S4 115-087 116-158 122-066
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-135 123-055 3-080 2.6% 1-131 1.1% 15% False True 597,168
10 127-165 123-055 4-110 3.5% 1-091 1.0% 11% False True 511,419
20 128-100 123-055 5-045 4.2% 1-114 1.1% 9% False True 372,185
40 128-225 119-270 8-275 7.2% 1-139 1.2% 43% False False 385,676
60 128-225 110-310 17-235 14.3% 1-126 1.1% 72% False False 279,612
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-104
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 128-030
2.618 126-180
1.618 125-200
1.000 125-015
0.618 124-220
HIGH 124-035
0.618 123-240
0.500 123-205
0.382 123-170
LOW 123-055
0.618 122-190
1.000 122-075
1.618 121-210
2.618 120-230
4.250 119-060
Fisher Pivots for day following 26-Jan-2009
Pivot 1 day 3 day
R1 123-208 124-038
PP 123-207 123-308
S1 123-205 123-259

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

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