ECBOT 10 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 17-Mar-2009
Day Change Summary
Previous Current
16-Mar-2009 17-Mar-2009 Change Change % Previous Week
Open 122-040 121-150 -0-210 -0.5% 121-190
High 122-090 121-280 -0-130 -0.3% 122-130
Low 121-080 120-270 -0-130 -0.3% 120-130
Close 121-170 120-300 -0-190 -0.5% 122-000
Range 1-010 1-010 0-000 0.0% 2-000
ATR 1-075 1-071 -0-005 -1.2% 0-000
Volume 698,533 572,546 -125,987 -18.0% 3,526,600
Daily Pivots for day following 17-Mar-2009
Classic Woodie Camarilla DeMark
R4 124-100 123-210 121-162
R3 123-090 122-200 121-071
R2 122-080 122-080 121-040
R1 121-190 121-190 121-010 121-130
PP 121-070 121-070 121-070 121-040
S1 120-180 120-180 120-270 120-120
S2 120-060 120-060 120-240
S3 119-050 119-170 120-209
S4 118-040 118-160 120-118
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 1.7% 1-042 0.9% 27% False False 677,807
10 122-150 120-010 2-140 2.0% 1-064 1.0% 37% False False 694,977
20 122-280 119-090 3-190 3.0% 1-074 1.0% 46% False False 491,451
40 124-040 119-060 4-300 4.1% 1-071 1.0% 35% False False 248,234
Crabel Price Patterns
NR False
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 0-081
Fibonacci Retracements and Extensions
4.250 126-082
2.618 124-184
1.618 123-174
1.000 122-290
0.618 122-164
HIGH 121-280
0.618 121-154
0.500 121-115
0.382 121-076
LOW 120-270
0.618 120-066
1.000 119-260
1.618 119-056
2.618 118-046
4.250 116-148
Fisher Pivots for day following 17-Mar-2009
Pivot 1 day 3 day
R1 121-115 121-200
PP 121-070 121-127
S1 121-025 121-053

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

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