ECBOT 10 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 04-Feb-2009
Day Change Summary
Previous Current
03-Feb-2009 04-Feb-2009 Change Change % Previous Week
Open 121-150 120-110 -1-040 -0.9% 121-140
High 121-160 120-180 -0-300 -0.8% 122-290
Low 120-070 119-170 -0-220 -0.6% 120-130
Close 120-190 120-020 -0-170 -0.4% 120-230
Range 1-090 1-010 -0-080 -19.5% 2-160
ATR 1-090 1-085 -0-005 -1.2% 0-000
Volume 4,462 5,182 720 16.1% 15,874
Daily Pivots for day following 04-Feb-2009
Classic Woodie Camarilla DeMark
R4 123-047 122-203 120-202
R3 122-037 121-193 120-111
R2 121-027 121-027 120-080
R1 120-183 120-183 120-050 120-100
PP 120-017 120-017 120-017 119-295
S1 119-173 119-173 119-310 119-090
S2 119-007 119-007 119-280
S3 117-317 118-163 119-249
S4 116-307 117-153 119-158
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 128-270 127-090 122-030
R3 126-110 124-250 121-130
R2 123-270 123-270 121-057
R1 122-090 122-090 120-303 121-260
PP 121-110 121-110 121-110 121-035
S1 119-250 119-250 120-157 119-100
S2 118-270 118-270 120-083
S3 116-110 117-090 120-010
S4 113-270 114-250 119-110
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-300 119-170 2-130 2.0% 1-068 1.0% 22% False True 3,938
10 122-290 119-170 3-120 2.8% 1-056 1.0% 16% False True 3,398
20 125-040 119-170 5-190 4.7% 1-060 1.0% 9% False True 1,879
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 0-071
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-302
2.618 123-084
1.618 122-074
1.000 121-190
0.618 121-064
HIGH 120-180
0.618 120-054
0.500 120-015
0.382 119-296
LOW 119-170
0.618 118-286
1.000 118-160
1.618 117-276
2.618 116-266
4.250 115-048
Fisher Pivots for day following 04-Feb-2009
Pivot 1 day 3 day
R1 120-018 120-235
PP 120-017 120-163
S1 120-015 120-092

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

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