ECBOT 10 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 16-Mar-2009
Day Change Summary
Previous Current
13-Mar-2009 16-Mar-2009 Change Change % Previous Week
Open 121-310 122-040 0-050 0.1% 121-190
High 122-130 122-090 -0-040 -0.1% 122-130
Low 121-040 121-080 0-040 0.1% 120-130
Close 122-000 121-170 -0-150 -0.4% 122-000
Range 1-090 1-010 -0-080 -19.5% 2-000
ATR 1-081 1-075 -0-005 -1.3% 0-000
Volume 777,363 698,533 -78,830 -10.1% 3,526,600
Daily Pivots for day following 16-Mar-2009
Classic Woodie Camarilla DeMark
R4 124-250 124-060 122-032
R3 123-240 123-050 121-261
R2 122-230 122-230 121-230
R1 122-040 122-040 121-200 121-290
PP 121-220 121-220 121-220 121-185
S1 121-030 121-030 121-140 120-280
S2 120-210 120-210 121-110
S3 119-200 120-020 121-079
S4 118-190 119-010 120-308
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 127-193 126-257 123-032
R3 125-193 124-257 122-176
R2 123-193 123-193 122-117
R1 122-257 122-257 122-059 123-065
PP 121-193 121-193 121-193 121-258
S1 120-257 120-257 121-261 121-065
S2 119-193 119-193 121-203
S3 117-193 118-257 121-144
S4 115-193 116-257 120-288
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-130 120-130 2-000 1.6% 1-050 1.0% 56% False False 678,973
10 122-150 120-010 2-140 2.0% 1-058 1.0% 62% False False 703,227
20 122-290 119-090 3-200 3.0% 1-092 1.1% 62% False False 463,062
40 124-040 119-060 4-300 4.1% 1-069 1.0% 47% False False 233,928
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-071
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 126-212
2.618 124-314
1.618 123-304
1.000 123-100
0.618 122-294
HIGH 122-090
0.618 121-284
0.500 121-245
0.382 121-206
LOW 121-080
0.618 120-196
1.000 120-070
1.618 119-186
2.618 118-176
4.250 116-278
Fisher Pivots for day following 16-Mar-2009
Pivot 1 day 3 day
R1 121-245 121-245
PP 121-220 121-220
S1 121-195 121-195

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

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