ECBOT 10 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 12-Mar-2009
Day Change Summary
Previous Current
11-Mar-2009 12-Mar-2009 Change Change % Previous Week
Open 120-210 121-150 0-260 0.7% 120-080
High 121-210 122-130 0-240 0.6% 122-150
Low 120-130 121-110 0-300 0.8% 120-010
Close 121-140 121-270 0-130 0.3% 121-290
Range 1-080 1-020 -0-060 -15.0% 2-140
ATR 1-084 1-080 -0-005 -1.1% 0-000
Volume 585,296 755,301 170,005 29.0% 3,417,090
Daily Pivots for day following 12-Mar-2009
Classic Woodie Camarilla DeMark
R4 125-017 124-163 122-137
R3 123-317 123-143 122-044
R2 122-297 122-297 122-012
R1 122-123 122-123 121-301 122-210
PP 121-277 121-277 121-277 122-000
S1 121-103 121-103 121-239 121-190
S2 120-257 120-257 121-208
S3 119-237 120-083 121-176
S4 118-217 119-063 121-083
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
5 122-150 120-130 2-020 1.7% 1-024 0.9% 70% False False 708,115
10 122-150 119-230 2-240 2.3% 1-067 1.0% 77% False False 671,835
20 122-290 119-090 3-200 3.0% 1-085 1.0% 71% False False 390,650
40 125-030 119-060 5-290 4.8% 1-066 1.0% 45% False False 197,043
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 True
Bear Hook False
Bull Hook False
Stretch 0-059
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126-295
2.618 125-060
1.618 124-040
1.000 123-150
0.618 123-020
HIGH 122-130
0.618 122-000
0.500 121-280
0.382 121-240
LOW 121-110
0.618 120-220
1.000 120-090
1.618 119-200
2.618 118-180
4.250 116-265
Fisher Pivots for day following 12-Mar-2009
Pivot 1 day 3 day
R1 121-280 121-223
PP 121-277 121-177
S1 121-273 121-130

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

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