ECBOT 10 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 23-Mar-2009
Day Change Summary
Previous Current
20-Mar-2009 23-Mar-2009 Change Change % Previous Week
Open 124-160 124-160 0-000 0.0% 122-040
High 124-310 124-270 -0-040 -0.1% 126-040
Low 124-120 124-030 -0-090 -0.2% 120-240
Close 124-190 124-090 -0-100 -0.3% 124-190
Range 0-190 0-240 0-050 26.3% 5-120
ATR 1-135 1-120 -0-015 -3.4% 0-000
Volume 891,011 520,145 -370,866 -41.6% 3,848,584
Daily Pivots for day following 23-Mar-2009
Classic Woodie Camarilla DeMark
R4 126-210 126-070 124-222
R3 125-290 125-150 124-156
R2 125-050 125-050 124-134
R1 124-230 124-230 124-112 124-180
PP 124-130 124-130 124-130 124-105
S1 123-310 123-310 124-068 123-260
S2 123-210 123-210 124-046
S3 122-290 123-070 124-024
S4 122-050 122-150 123-278
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% 1-244 1.4% 66% False False 734,039
10 126-040 120-130 5-230 4.6% 1-147 1.2% 68% False False 706,506
20 126-040 119-090 6-270 5.5% 1-109 1.1% 73% False False 635,589
40 126-040 119-060 6-300 5.6% 1-086 1.0% 73% False False 325,514
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-010
2.618 126-258
1.618 126-018
1.000 125-190
0.618 125-098
HIGH 124-270
0.618 124-178
0.500 124-150
0.382 124-122
LOW 124-030
0.618 123-202
1.000 123-110
1.618 122-282
2.618 122-042
4.250 120-290
Fisher Pivots for day following 23-Mar-2009
Pivot 1 day 3 day
R1 124-150 124-255
PP 124-130 124-200
S1 124-110 124-145

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

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