ECBOT 10 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 19-Mar-2009
Day Change Summary
Previous Current
18-Mar-2009 19-Mar-2009 Change Change % Previous Week
Open 122-185 126-090 3-225 3.0% 123-040
High 126-315 127-015 0-020 0.0% 123-220
Low 122-110 125-305 3-195 3.0% 121-300
Close 126-255 126-000 -0-255 -0.6% 123-100
Range 4-205 1-030 -3-175 -76.4% 1-240
ATR 1-134 1-127 -0-007 -1.6% 0-000
Volume 7,987 4,163 -3,824 -47.9% 161,059
Daily Pivots for day following 19-Mar-2009
Classic Woodie Camarilla DeMark
R4 129-197 128-288 126-192
R3 128-167 127-258 126-096
R2 127-137 127-137 126-064
R1 126-228 126-228 126-032 126-168
PP 126-107 126-107 126-107 126-076
S1 125-198 125-198 125-288 125-138
S2 125-077 125-077 125-256
S3 124-047 124-168 125-224
S4 123-017 123-138 125-128
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
5 127-015 122-100 4-235 3.8% 1-213 1.3% 78% True False 11,249
10 127-015 121-300 5-035 4.1% 1-104 1.1% 80% True False 23,792
20 127-015 121-025 5-310 4.7% 1-097 1.0% 82% True False 294,197
40 127-015 121-025 5-310 4.7% 1-094 1.0% 82% True False 429,897
60 128-100 121-025 7-075 5.7% 1-098 1.0% 68% False False 390,108
80 128-225 116-310 11-235 9.3% 1-123 1.1% 77% False False 397,202
100 128-225 110-310 17-235 14.1% 1-112 1.1% 85% False False 321,937
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 2 trading days
Fibonacci Retracements and Extensions
4.250 131-222
2.618 129-291
1.618 128-261
1.000 128-045
0.618 127-231
HIGH 127-015
0.618 126-201
0.500 126-160
0.382 126-119
LOW 125-305
0.618 125-089
1.000 124-275
1.618 124-059
2.618 123-029
4.250 121-098
Fisher Pivots for day following 19-Mar-2009
Pivot 1 day 3 day
R1 126-160 125-179
PP 126-107 125-038
S1 126-053 124-218

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

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