ECBOT 10 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 10-Mar-2009
Day Change Summary
Previous Current
09-Mar-2009 10-Mar-2009 Change Change % Previous Week
Open 121-190 121-260 0-070 0.2% 120-080
High 121-300 121-260 -0-040 -0.1% 122-150
Low 121-020 120-210 -0-130 -0.3% 120-010
Close 121-210 120-270 -0-260 -0.7% 121-290
Range 0-280 1-050 0-090 32.1% 2-140
ATR 1-087 1-085 -0-003 -0.7% 0-000
Volume 830,264 578,376 -251,888 -30.3% 3,417,090
Daily Pivots for day following 10-Mar-2009
Classic Woodie Camarilla DeMark
R4 124-183 123-277 121-154
R3 123-133 122-227 121-052
R2 122-083 122-083 121-018
R1 121-177 121-177 120-304 121-105
PP 121-033 121-033 121-033 120-318
S1 120-127 120-127 120-236 120-055
S2 119-303 119-303 120-202
S3 118-253 119-077 120-168
S4 117-203 118-027 120-066
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% 1-086 1.0% 33% False False 712,146
10 122-150 119-090 3-060 2.6% 1-073 1.0% 49% False False 605,838
20 122-290 119-090 3-200 3.0% 1-088 1.1% 43% False False 324,293
40 125-040 119-060 5-300 4.9% 1-068 1.0% 28% False False 163,581
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-061
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126-232
2.618 124-269
1.618 123-219
1.000 122-310
0.618 122-169
HIGH 121-260
0.618 121-119
0.500 121-075
0.382 121-031
LOW 120-210
0.618 119-301
1.000 119-160
1.618 118-251
2.618 117-201
4.250 115-238
Fisher Pivots for day following 10-Mar-2009
Pivot 1 day 3 day
R1 121-075 121-180
PP 121-033 121-103
S1 120-312 121-027

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

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