ECBOT 10 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 09-Mar-2009
Day Change Summary
Previous Current
06-Mar-2009 09-Mar-2009 Change Change % Previous Week
Open 121-310 121-190 -0-120 -0.3% 120-080
High 122-150 121-300 -0-170 -0.4% 122-150
Low 121-140 121-020 -0-120 -0.3% 120-010
Close 121-290 121-210 -0-080 -0.2% 121-290
Range 1-010 0-280 -0-050 -15.2% 2-140
ATR 1-097 1-087 -0-010 -2.3% 0-000
Volume 791,340 830,264 38,924 4.9% 3,417,090
Daily Pivots for day following 09-Mar-2009
Classic Woodie Camarilla DeMark
R4 124-057 123-253 122-044
R3 123-097 122-293 121-287
R2 122-137 122-137 121-261
R1 122-013 122-013 121-236 122-075
PP 121-177 121-177 121-177 121-208
S1 121-053 121-053 121-184 121-115
S2 120-217 120-217 121-159
S3 119-257 120-093 121-133
S4 118-297 119-133 121-056
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% 1-066 1.0% 67% False False 727,480
10 122-150 119-090 3-060 2.6% 1-071 1.0% 75% False False 564,671
20 122-290 119-060 3-230 3.1% 1-083 1.0% 66% False False 295,564
40 125-040 119-060 5-300 4.9% 1-069 1.0% 42% False False 149,121
Crabel Price Patterns
NR True
NR4 True
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 0-078
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 125-210
2.618 124-073
1.618 123-113
1.000 122-260
0.618 122-153
HIGH 121-300
0.618 121-193
0.500 121-160
0.382 121-127
LOW 121-020
0.618 120-167
1.000 120-060
1.618 119-207
2.618 118-247
4.250 117-110
Fisher Pivots for day following 09-Mar-2009
Pivot 1 day 3 day
R1 121-193 121-178
PP 121-177 121-147
S1 121-160 121-115

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

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