ECBOT 10 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 06-Mar-2009
Day Change Summary
Previous Current
05-Mar-2009 06-Mar-2009 Change Change % Previous Week
Open 120-180 121-310 1-130 1.2% 120-080
High 122-050 122-150 0-100 0.3% 122-150
Low 120-080 121-140 1-060 1.0% 120-010
Close 121-280 121-290 0-010 0.0% 121-290
Range 1-290 1-010 -0-280 -45.9% 2-140
ATR 1-104 1-097 -0-007 -1.6% 0-000
Volume 694,831 791,340 96,509 13.9% 3,417,090
Daily Pivots for day following 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 125-010 124-160 122-152
R3 124-000 123-150 122-061
R2 122-310 122-310 122-030
R1 122-140 122-140 122-000 122-060
PP 121-300 121-300 121-300 121-260
S1 121-130 121-130 121-260 121-050
S2 120-290 120-290 121-230
S3 119-280 120-120 121-199
S4 118-270 119-110 121-108
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 128-250 127-250 123-079
R3 126-110 125-110 122-184
R2 123-290 123-290 122-113
R1 122-290 122-290 122-042 123-130
PP 121-150 121-150 121-150 121-230
S1 120-150 120-150 121-218 120-310
S2 119-010 119-010 121-147
S3 116-190 118-010 121-076
S4 114-050 115-190 120-181
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-150 120-010 2-140 2.0% 1-106 1.1% 77% True False 683,418
10 122-150 119-090 3-060 2.6% 1-076 1.0% 82% True False 490,509
20 122-290 119-060 3-230 3.1% 1-084 1.0% 73% False False 254,488
40 125-040 119-060 5-300 4.9% 1-070 1.0% 46% False False 128,366
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 0-074
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126-272
2.618 125-054
1.618 124-044
1.000 123-160
0.618 123-034
HIGH 122-150
0.618 122-024
0.500 121-305
0.382 121-266
LOW 121-140
0.618 120-256
1.000 120-130
1.618 119-246
2.618 118-236
4.250 117-018
Fisher Pivots for day following 06-Mar-2009
Pivot 1 day 3 day
R1 121-305 121-220
PP 121-300 121-150
S1 121-295 121-080

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

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