ECBOT 10 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 20-Mar-2009
Day Change Summary
Previous Current
19-Mar-2009 20-Mar-2009 Change Change % Previous Week
Open 126-090 126-020 -0-070 -0.2% 123-020
High 127-015 126-155 -0-180 -0.4% 127-015
Low 125-305 125-210 -0-095 -0.2% 122-100
Close 126-000 125-275 -0-045 -0.1% 125-275
Range 1-030 0-265 -0-085 -24.3% 4-235
ATR 1-127 1-114 -0-013 -2.9% 0-000
Volume 4,163 8,724 4,561 109.6% 34,871
Daily Pivots for day following 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 128-155 128-000 126-101
R3 127-210 127-055 126-028
R2 126-265 126-265 126-004
R1 126-110 126-110 125-299 126-055
PP 126-000 126-000 126-000 125-292
S1 125-165 125-165 125-251 125-110
S2 125-055 125-055 125-226
S3 124-110 124-220 125-202
S4 123-165 123-275 125-129
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 139-088 137-097 128-148
R3 134-173 132-182 127-052
R2 129-258 129-258 126-233
R1 127-267 127-267 126-094 128-262
PP 125-023 125-023 125-023 125-181
S1 123-032 123-032 125-136 124-028
S2 120-108 120-108 124-317
S3 115-193 118-117 124-178
S4 110-278 113-202 123-082
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% 1-185 1.3% 75% False False 6,974
10 127-015 121-300 5-035 4.1% 1-099 1.0% 77% False False 19,593
20 127-015 121-025 5-310 4.7% 1-084 1.0% 80% False False 254,733
40 127-015 121-025 5-310 4.7% 1-090 1.0% 80% False False 417,708
60 128-100 121-025 7-075 5.7% 1-098 1.0% 66% False False 386,022
80 128-225 117-060 11-165 9.1% 1-122 1.1% 75% False False 395,675
100 128-225 110-310 17-235 14.1% 1-112 1.1% 84% False False 322,023
Crabel Price Patterns
NR True
NR4 True
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 0-076
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 130-001
2.618 128-209
1.618 127-264
1.000 127-100
0.618 126-319
HIGH 126-155
0.618 126-054
0.500 126-022
0.382 125-311
LOW 125-210
0.618 125-046
1.000 124-265
1.618 124-101
2.618 123-156
4.250 122-044
Fisher Pivots for day following 20-Mar-2009
Pivot 1 day 3 day
R1 126-022 125-151
PP 126-000 125-027
S1 125-298 124-222

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

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