ECBOT 10 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 19-Mar-2009
Day Change Summary
Previous Current
18-Mar-2009 19-Mar-2009 Change Change % Previous Week
Open 120-270 124-290 4-020 3.4% 121-190
High 126-040 125-160 -0-200 -0.5% 122-130
Low 120-240 124-140 3-220 3.1% 120-130
Close 125-110 124-170 -0-260 -0.6% 122-000
Range 5-120 1-020 -4-100 -80.2% 2-000
ATR 1-166 1-155 -0-010 -2.1% 0-000
Volume 656,028 1,030,466 374,438 57.1% 3,526,600
Daily Pivots for day following 19-Mar-2009
Classic Woodie Camarilla DeMark
R4 128-003 127-107 125-037
R3 126-303 126-087 124-264
R2 125-283 125-283 124-232
R1 125-067 125-067 124-201 125-005
PP 124-263 124-263 124-263 124-232
S1 124-047 124-047 124-139 123-305
S2 123-243 123-243 124-108
S3 122-223 123-027 124-076
S4 121-203 122-007 123-303
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% 70% False False 746,987
10 126-040 120-130 5-230 4.6% 1-165 1.2% 72% False False 727,551
20 126-040 119-090 6-270 5.5% 1-132 1.1% 77% False False 571,235
40 126-040 119-060 6-300 5.6% 1-096 1.0% 77% False False 290,383
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-089
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 130-005
2.618 128-090
1.618 127-070
1.000 126-180
0.618 126-050
HIGH 125-160
0.618 125-030
0.500 124-310
0.382 124-270
LOW 124-140
0.618 123-250
1.000 123-120
1.618 122-230
2.618 121-210
4.250 119-295
Fisher Pivots for day following 19-Mar-2009
Pivot 1 day 3 day
R1 124-310 124-053
PP 124-263 123-257
S1 124-217 123-140

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

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