ECBOT 10 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 26-Feb-2009
Day Change Summary
Previous Current
25-Feb-2009 26-Feb-2009 Change Change % Previous Week
Open 122-255 121-260 -0-315 -0.8% 123-005
High 123-020 122-015 -1-005 -0.8% 124-250
Low 121-175 121-025 -0-150 -0.4% 122-080
Close 121-200 121-230 0-030 0.1% 123-100
Range 1-165 0-310 -0-175 -36.1% 2-170
ATR 1-110 1-102 -0-009 -2.0% 0-000
Volume 778,143 1,000,549 222,406 28.6% 2,808,165
Daily Pivots for day following 26-Feb-2009
Classic Woodie Camarilla DeMark
R4 124-167 124-028 122-080
R3 123-177 123-038 121-315
R2 122-187 122-187 121-287
R1 122-048 122-048 121-258 121-282
PP 121-197 121-197 121-197 121-154
S1 121-058 121-058 121-202 120-292
S2 120-207 120-207 121-173
S3 119-217 120-068 121-145
S4 118-227 119-078 121-060
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
5 124-050 121-025 3-025 2.5% 1-077 1.0% 21% False True 822,101
10 124-250 121-025 3-225 3.0% 1-105 1.1% 17% False True 734,968
20 124-250 121-025 3-225 3.0% 1-087 1.0% 17% False True 634,560
40 127-315 121-025 6-290 5.7% 1-107 1.1% 9% False True 525,523
60 128-225 120-255 7-290 6.5% 1-127 1.1% 12% False False 469,586
80 128-225 110-310 17-235 14.6% 1-117 1.1% 61% False False 380,244
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-084
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 126-052
2.618 124-187
1.618 123-197
1.000 123-005
0.618 122-207
HIGH 122-015
0.618 121-217
0.500 121-180
0.382 121-143
LOW 121-025
0.618 120-153
1.000 120-035
1.618 119-163
2.618 118-173
4.250 116-308
Fisher Pivots for day following 26-Feb-2009
Pivot 1 day 3 day
R1 121-213 122-140
PP 121-197 122-063
S1 121-180 121-307

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

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