ECBOT 10 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 24-Mar-2009
Day Change Summary
Previous Current
23-Mar-2009 24-Mar-2009 Change Change % Previous Week
Open 124-160 124-065 -0-095 -0.2% 122-040
High 124-270 124-110 -0-160 -0.4% 126-040
Low 124-030 123-145 -0-205 -0.5% 120-240
Close 124-090 124-060 -0-030 -0.1% 124-190
Range 0-240 0-285 0-045 18.8% 5-120
ATR 1-120 1-109 -0-011 -2.5% 0-000
Volume 520,145 418,131 -102,014 -19.6% 3,848,584
Daily Pivots for day following 24-Mar-2009
Classic Woodie Camarilla DeMark
R4 126-213 126-102 124-217
R3 125-248 125-137 124-138
R2 124-283 124-283 124-112
R1 124-172 124-172 124-086 124-085
PP 123-318 123-318 123-318 123-275
S1 123-207 123-207 124-034 123-120
S2 123-033 123-033 124-008
S3 122-068 122-242 123-302
S4 121-103 121-277 123-223
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% 1-235 1.4% 64% False False 703,156
10 126-040 120-130 5-230 4.6% 1-138 1.2% 66% False False 690,482
20 126-040 119-090 6-270 5.5% 1-106 1.1% 72% False False 648,160
40 126-040 119-060 6-300 5.6% 1-088 1.0% 72% False False 335,943
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-082
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 128-041
2.618 126-216
1.618 125-251
1.000 125-075
0.618 124-286
HIGH 124-110
0.618 124-001
0.500 123-288
0.382 123-254
LOW 123-145
0.618 122-289
1.000 122-180
1.618 122-004
2.618 121-039
4.250 119-214
Fisher Pivots for day following 24-Mar-2009
Pivot 1 day 3 day
R1 124-029 124-068
PP 123-318 124-065
S1 123-288 124-062

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

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