ECBOT 10 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 23-Feb-2009
Day Change Summary
Previous Current
20-Feb-2009 23-Feb-2009 Change Change % Previous Week
Open 122-195 123-030 0-155 0.4% 123-005
High 124-050 123-130 -0-240 -0.6% 124-250
Low 122-180 122-115 -0-065 -0.2% 122-080
Close 123-100 123-055 -0-045 -0.1% 123-100
Range 1-190 1-015 -0-175 -34.3% 2-170
ATR 1-120 1-113 -0-008 -1.7% 0-000
Volume 798,006 823,669 25,663 3.2% 2,808,165
Daily Pivots for day following 23-Feb-2009
Classic Woodie Camarilla DeMark
R4 126-038 125-222 123-239
R3 125-023 124-207 123-147
R2 124-008 124-008 123-116
R1 123-192 123-192 123-086 123-260
PP 122-313 122-313 122-313 123-028
S1 122-177 122-177 123-024 122-245
S2 121-298 121-298 122-314
S3 120-283 121-162 122-283
S4 119-268 120-147 122-191
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 131-013 129-227 124-226
R3 128-163 127-057 124-003
R2 125-313 125-313 123-248
R1 124-207 124-207 123-174 125-100
PP 123-143 123-143 123-143 123-250
S1 122-037 122-037 123-026 122-250
S2 120-293 120-293 122-272
S3 118-123 119-187 122-197
S4 115-273 117-017 121-294
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-250 122-080 2-170 2.1% 1-167 1.2% 36% False False 726,366
10 124-250 121-095 3-155 2.8% 1-100 1.1% 54% False False 648,181
20 124-300 121-095 3-205 3.0% 1-090 1.0% 52% False False 587,627
40 128-100 121-095 7-005 5.7% 1-108 1.1% 27% False False 468,390
60 128-225 118-310 9-235 7.9% 1-127 1.1% 43% False False 451,841
80 128-225 110-310 17-235 14.4% 1-118 1.1% 69% False False 349,140
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 True
Bear Hook False
Bull Hook False
Stretch 0-068
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 127-274
2.618 126-047
1.618 125-032
1.000 124-145
0.618 124-017
HIGH 123-130
0.618 123-002
0.500 122-282
0.382 122-243
LOW 122-115
0.618 121-228
1.000 121-100
1.618 120-213
2.618 119-198
4.250 117-291
Fisher Pivots for day following 23-Feb-2009
Pivot 1 day 3 day
R1 123-024 123-065
PP 122-313 123-062
S1 122-282 123-058

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

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