ECBOT 10 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 18-Mar-2009
Day Change Summary
Previous Current
17-Mar-2009 18-Mar-2009 Change Change % Previous Week
Open 121-150 120-270 -0-200 -0.5% 121-190
High 121-280 126-040 4-080 3.5% 122-130
Low 120-270 120-240 -0-030 -0.1% 120-130
Close 120-300 125-110 4-130 3.6% 122-000
Range 1-010 5-120 4-110 421.2% 2-000
ATR 1-071 1-166 0-095 24.3% 0-000
Volume 572,546 656,028 83,482 14.6% 3,526,600
Daily Pivots for day following 18-Mar-2009
Classic Woodie Camarilla DeMark
R4 140-063 138-047 128-096
R3 134-263 132-247 126-263
R2 129-143 129-143 126-105
R1 127-127 127-127 125-268 128-135
PP 124-023 124-023 124-023 124-188
S1 122-007 122-007 124-272 123-015
S2 118-223 118-223 124-115
S3 113-103 116-207 123-277
S4 107-303 111-087 122-124
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
5 126-040 120-240 5-120 4.3% 1-306 1.6% 85% True True 691,954
10 126-040 120-080 5-280 4.7% 1-192 1.3% 87% True False 693,987
20 126-040 119-090 6-270 5.5% 1-136 1.1% 89% True False 523,187
40 126-040 119-060 6-300 5.5% 1-100 1.0% 89% True False 264,627
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-084
Widest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 148-310
2.618 140-063
1.618 134-263
1.000 131-160
0.618 129-143
HIGH 126-040
0.618 124-023
0.500 123-140
0.382 122-257
LOW 120-240
0.618 117-137
1.000 115-120
1.618 112-017
2.618 106-217
4.250 97-290
Fisher Pivots for day following 18-Mar-2009
Pivot 1 day 3 day
R1 124-227 124-227
PP 124-023 124-023
S1 123-140 123-140

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

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