ECBOT 10 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 03-Mar-2009
Day Change Summary
Previous Current
02-Mar-2009 03-Mar-2009 Change Change % Previous Week
Open 120-080 121-200 1-120 1.1% 121-130
High 121-240 121-230 -0-010 0.0% 122-000
Low 120-080 120-280 0-200 0.5% 119-090
Close 121-120 121-010 -0-110 -0.3% 120-010
Range 1-160 0-270 -0-210 -43.8% 2-230
ATR 1-098 1-087 -0-011 -2.5% 0-000
Volume 609,950 655,046 45,096 7.4% 1,488,000
Daily Pivots for day following 03-Mar-2009
Classic Woodie Camarilla DeMark
R4 123-237 123-073 121-158
R3 122-287 122-123 121-084
R2 122-017 122-017 121-060
R1 121-173 121-173 121-035 121-120
PP 121-067 121-067 121-067 121-040
S1 120-223 120-223 120-305 120-170
S2 120-117 120-117 120-280
S3 119-167 119-273 120-256
S4 118-217 119-003 120-182
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 128-190 127-010 121-168
R3 125-280 124-100 120-249
R2 123-050 123-050 120-170
R1 121-190 121-190 120-090 121-005
PP 120-140 120-140 120-140 120-048
S1 118-280 118-280 119-250 118-095
S2 117-230 117-230 119-170
S3 115-000 116-050 119-091
S4 112-090 113-140 118-172
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-240 119-090 2-150 2.0% 1-060 1.0% 71% False False 499,530
10 122-280 119-090 3-190 3.0% 1-084 1.0% 49% False False 287,926
20 122-290 119-060 3-230 3.1% 1-065 1.0% 50% False False 147,735
40 125-040 119-060 5-300 4.9% 1-067 1.0% 31% False False 74,567
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-062
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 125-098
2.618 123-297
1.618 123-027
1.000 122-180
0.618 122-077
HIGH 121-230
0.618 121-127
0.500 121-095
0.382 121-063
LOW 120-280
0.618 120-113
1.000 120-010
1.618 119-163
2.618 118-213
4.250 117-092
Fisher Pivots for day following 03-Mar-2009
Pivot 1 day 3 day
R1 121-095 120-298
PP 121-067 120-267
S1 121-038 120-235

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

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