ECBOT 10 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 16-Mar-2009
Day Change Summary
Previous Current
13-Mar-2009 16-Mar-2009 Change Change % Previous Week
Open 123-095 123-020 -0-075 -0.2% 123-040
High 123-220 123-020 -0-200 -0.5% 123-220
Low 122-135 122-210 0-075 0.2% 121-300
Close 123-100 122-280 -0-140 -0.4% 123-100
Range 1-085 0-130 -0-275 -67.9% 1-240
ATR 1-074 1-061 -0-013 -3.3% 0-000
Volume 30,098 8,055 -22,043 -73.2% 161,059
Daily Pivots for day following 16-Mar-2009
Classic Woodie Camarilla DeMark
R4 124-027 123-283 123-032
R3 123-217 123-153 122-316
R2 123-087 123-087 122-304
R1 123-023 123-023 122-292 122-310
PP 122-277 122-277 122-277 122-260
S1 122-213 122-213 122-268 122-180
S2 122-147 122-147 122-256
S3 122-017 122-083 122-244
S4 121-207 121-273 122-208
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% 0-306 0.8% 54% False False 25,535
10 124-020 121-240 2-100 1.9% 1-019 0.9% 49% False False 47,816
20 124-250 121-025 3-225 3.0% 1-070 1.0% 49% False False 393,801
40 126-280 121-025 5-255 4.7% 1-079 1.0% 31% False False 470,970
60 128-225 121-025 7-200 6.2% 1-087 1.0% 24% False False 408,479
80 128-225 116-050 12-175 10.2% 1-117 1.1% 54% False False 400,929
100 128-225 110-310 17-235 14.4% 1-102 1.1% 67% False False 321,770
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-055
Narrowest range in 106 trading days
Fibonacci Retracements and Extensions
4.250 124-252
2.618 124-040
1.618 123-230
1.000 123-150
0.618 123-100
HIGH 123-020
0.618 122-290
0.500 122-275
0.382 122-260
LOW 122-210
0.618 122-130
1.000 122-080
1.618 122-000
2.618 121-190
4.250 120-298
Fisher Pivots for day following 16-Mar-2009
Pivot 1 day 3 day
R1 122-278 123-018
PP 122-277 122-318
S1 122-275 122-299

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

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