ECBOT 10 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 26-Feb-2009
Day Change Summary
Previous Current
25-Feb-2009 26-Feb-2009 Change Change % Previous Week
Open 121-000 120-030 -0-290 -0.7% 120-280
High 121-080 120-090 -0-310 -0.8% 122-290
Low 119-240 119-090 -0-150 -0.4% 120-120
Close 119-260 120-030 0-090 0.2% 121-180
Range 1-160 1-000 -0-160 -33.3% 2-170
ATR 1-099 1-092 -0-007 -1.7% 0-000
Volume 246,611 434,021 187,410 76.0% 131,028
Daily Pivots for day following 26-Feb-2009
Classic Woodie Camarilla DeMark
R4 122-283 122-157 120-206
R3 121-283 121-157 120-118
R2 120-283 120-283 120-089
R1 120-157 120-157 120-059 120-190
PP 119-283 119-283 119-283 119-300
S1 119-157 119-157 120-001 119-190
S2 118-283 118-283 119-291
S3 117-283 118-157 119-262
S4 116-283 117-157 119-174
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 129-067 127-293 122-306
R3 126-217 125-123 122-083
R2 124-047 124-047 122-008
R1 122-273 122-273 121-254 123-160
PP 121-197 121-197 121-197 121-300
S1 120-103 120-103 121-106 120-310
S2 119-027 119-027 121-032
S3 116-177 117-253 120-277
S4 114-007 115-083 120-054
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-140 119-090 3-050 2.6% 1-086 1.1% 26% False True 194,285
10 122-290 119-090 3-200 3.0% 1-103 1.1% 22% False True 109,465
20 122-290 119-060 3-230 3.1% 1-070 1.0% 24% False False 57,387
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-077
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 124-170
2.618 122-288
1.618 121-288
1.000 121-090
0.618 120-288
HIGH 120-090
0.618 119-288
0.500 119-250
0.382 119-212
LOW 119-090
0.618 118-212
1.000 118-090
1.618 117-212
2.618 116-212
4.250 115-010
Fisher Pivots for day following 26-Feb-2009
Pivot 1 day 3 day
R1 119-317 120-205
PP 119-283 120-147
S1 119-250 120-088

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

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