ECBOT 10 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 13-Mar-2009
Day Change Summary
Previous Current
12-Mar-2009 13-Mar-2009 Change Change % Previous Week
Open 122-310 123-095 0-105 0.3% 123-040
High 123-220 123-220 0-000 0.0% 123-220
Low 122-300 122-135 -0-165 -0.4% 121-300
Close 123-040 123-100 0-060 0.2% 123-100
Range 0-240 1-085 0-165 68.8% 1-240
ATR 1-073 1-074 0-001 0.2% 0-000
Volume 34,378 30,098 -4,280 -12.4% 161,059
Daily Pivots for day following 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 126-300 126-125 124-003
R3 125-215 125-040 123-211
R2 124-130 124-130 123-174
R1 123-275 123-275 123-137 124-042
PP 123-045 123-045 123-045 123-089
S1 122-190 122-190 123-063 122-278
S2 121-280 121-280 123-026
S3 120-195 121-105 122-309
S4 119-110 120-020 122-197
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 128-073 127-167 124-088
R3 126-153 125-247 123-254
R2 124-233 124-233 123-203
R1 124-007 124-007 123-151 124-120
PP 122-313 122-313 122-313 123-050
S1 122-087 122-087 123-049 122-200
S2 121-073 121-073 122-317
S3 119-153 120-167 122-266
S4 117-233 118-247 122-112
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-220 121-300 1-240 1.4% 1-013 0.8% 79% True False 32,211
10 124-020 121-240 2-100 1.9% 1-054 0.9% 68% False False 75,616
20 124-250 121-025 3-225 3.0% 1-084 1.0% 60% False False 426,120
40 127-165 121-025 6-140 5.2% 1-082 1.0% 35% False False 483,476
60 128-225 121-025 7-200 6.2% 1-098 1.1% 29% False False 412,966
80 128-225 115-120 13-105 10.8% 1-120 1.1% 60% False False 401,204
100 128-225 110-310 17-235 14.4% 1-105 1.1% 70% False False 321,690
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-055
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 129-021
2.618 127-000
1.618 125-235
1.000 124-305
0.618 124-150
HIGH 123-220
0.618 123-065
0.500 123-018
0.382 122-290
LOW 122-135
0.618 121-205
1.000 121-050
1.618 120-120
2.618 119-035
4.250 117-014
Fisher Pivots for day following 13-Mar-2009
Pivot 1 day 3 day
R1 123-072 123-047
PP 123-045 122-313
S1 123-018 122-260

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

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