ECBOT 10 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 13-Feb-2009
Day Change Summary
Previous Current
12-Feb-2009 13-Feb-2009 Change Change % Previous Week
Open 122-000 121-150 -0-170 -0.4% 119-290
High 122-120 121-250 -0-190 -0.5% 122-120
Low 121-200 120-200 -1-000 -0.8% 119-060
Close 122-050 120-240 -1-130 -1.2% 120-240
Range 0-240 1-050 0-130 54.2% 3-060
ATR 1-057 1-065 0-008 2.2% 0-000
Volume 18,457 9,193 -9,264 -50.2% 44,906
Daily Pivots for day following 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 124-167 123-253 121-124
R3 123-117 122-203 121-022
R2 122-067 122-067 120-308
R1 121-153 121-153 120-274 121-085
PP 121-017 121-017 121-017 120-302
S1 120-103 120-103 120-206 120-035
S2 119-287 119-287 120-172
S3 118-237 119-053 120-138
S4 117-187 118-003 120-036
Weekly Pivots for week ending 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 130-107 128-233 122-161
R3 127-047 125-173 121-200
R2 123-307 123-307 121-107
R1 122-113 122-113 121-014 123-050
PP 120-247 120-247 120-247 121-055
S1 119-053 119-053 120-146 119-310
S2 117-187 117-187 120-053
S3 114-127 115-313 119-280
S4 111-067 112-253 118-319
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-120 119-060 3-060 2.6% 1-016 0.9% 49% False False 8,981
10 122-120 119-060 3-060 2.6% 1-018 0.9% 49% False False 7,327
20 124-040 119-060 4-300 4.1% 1-047 0.9% 32% False False 4,794
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-063
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126-222
2.618 124-259
1.618 123-209
1.000 122-300
0.618 122-159
HIGH 121-250
0.618 121-109
0.500 121-065
0.382 121-021
LOW 120-200
0.618 119-291
1.000 119-150
1.618 118-241
2.618 117-191
4.250 115-228
Fisher Pivots for day following 13-Feb-2009
Pivot 1 day 3 day
R1 121-065 121-160
PP 121-017 121-080
S1 120-288 121-000

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

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