ECBOT 10 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 06-Mar-2009
Day Change Summary
Previous Current
05-Mar-2009 06-Mar-2009 Change Change % Previous Week
Open 122-060 123-120 1-060 1.0% 121-295
High 123-230 124-020 0-110 0.3% 124-020
Low 121-300 123-020 1-040 0.9% 121-240
Close 123-145 123-145 0-000 0.0% 123-145
Range 1-250 1-000 -0-250 -43.9% 2-100
ATR 1-107 1-100 -0-008 -1.8% 0-000
Volume 76,068 50,719 -25,349 -33.3% 595,107
Daily Pivots for day following 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 126-168 125-317 124-001
R3 125-168 124-317 123-233
R2 124-168 124-168 123-204
R1 123-317 123-317 123-174 124-082
PP 123-168 123-168 123-168 123-211
S1 122-317 122-317 123-116 123-082
S2 122-168 122-168 123-086
S3 121-168 121-317 123-057
S4 120-168 120-317 122-289
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 130-008 129-017 124-232
R3 127-228 126-237 124-028
R2 125-128 125-128 123-281
R1 124-137 124-137 123-213 124-292
PP 123-028 123-028 123-028 123-106
S1 122-037 122-037 123-077 122-192
S2 120-248 120-248 123-009
S3 118-148 119-257 122-262
S4 116-048 117-157 122-058
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-020 121-240 2-100 1.9% 1-094 1.0% 74% True False 119,021
10 124-020 121-025 2-315 2.4% 1-070 1.0% 80% True False 489,874
20 124-250 121-025 3-225 3.0% 1-084 1.0% 64% False False 552,352
40 127-165 121-025 6-140 5.2% 1-092 1.0% 37% False False 530,636
60 128-225 121-025 7-200 6.2% 1-115 1.1% 31% False False 447,834
80 128-225 113-100 15-125 12.5% 1-119 1.1% 66% False False 399,766
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 0-074
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 128-100
2.618 126-218
1.618 125-218
1.000 125-020
0.618 124-218
HIGH 124-020
0.618 123-218
0.500 123-180
0.382 123-142
LOW 123-020
0.618 122-142
1.000 122-020
1.618 121-142
2.618 120-142
4.250 118-260
Fisher Pivots for day following 06-Mar-2009
Pivot 1 day 3 day
R1 123-180 123-087
PP 123-168 123-028
S1 123-157 122-290

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

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