ECBOT 10 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 20-Mar-2009
Day Change Summary
Previous Current
19-Mar-2009 20-Mar-2009 Change Change % Previous Week
Open 124-290 124-160 -0-130 -0.3% 122-040
High 125-160 124-310 -0-170 -0.4% 126-040
Low 124-140 124-120 -0-020 -0.1% 120-240
Close 124-170 124-190 0-020 0.1% 124-190
Range 1-020 0-190 -0-150 -44.1% 5-120
ATR 1-155 1-135 -0-020 -4.3% 0-000
Volume 1,030,466 891,011 -139,455 -13.5% 3,848,584
Daily Pivots for day following 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 126-137 126-033 124-294
R3 125-267 125-163 124-242
R2 125-077 125-077 124-225
R1 124-293 124-293 124-207 125-025
PP 124-207 124-207 124-207 124-232
S1 124-103 124-103 124-173 124-155
S2 124-017 124-017 124-155
S3 123-147 123-233 124-138
S4 122-277 123-043 124-086
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 139-303 137-207 127-176
R3 134-183 132-087 126-023
R2 129-063 129-063 125-185
R1 126-287 126-287 125-028 128-015
PP 123-263 123-263 123-263 124-128
S1 121-167 121-167 124-032 122-215
S2 118-143 118-143 123-195
S3 113-023 116-047 123-037
S4 107-223 110-247 121-204
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% 1-262 1.5% 72% False False 769,716
10 126-040 120-130 5-230 4.6% 1-151 1.2% 73% False False 737,518
20 126-040 119-090 6-270 5.5% 1-114 1.1% 78% False False 614,013
40 126-040 119-060 6-300 5.6% 1-090 1.0% 78% False False 312,563
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-077
Narrowest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 127-158
2.618 126-167
1.618 125-297
1.000 125-180
0.618 125-107
HIGH 124-310
0.618 124-237
0.500 124-215
0.382 124-193
LOW 124-120
0.618 124-003
1.000 123-250
1.618 123-133
2.618 122-263
4.250 121-272
Fisher Pivots for day following 20-Mar-2009
Pivot 1 day 3 day
R1 124-215 124-067
PP 124-207 123-263
S1 124-198 123-140

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

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