ECBOT 10 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 25-Mar-2009
Day Change Summary
Previous Current
24-Mar-2009 25-Mar-2009 Change Change % Previous Week
Open 124-065 123-265 -0-120 -0.3% 122-040
High 124-110 124-005 -0-105 -0.3% 126-040
Low 123-145 122-260 -0-205 -0.5% 120-240
Close 124-060 123-055 -1-005 -0.8% 124-190
Range 0-285 1-065 0-100 35.1% 5-120
ATR 1-109 1-109 0-001 0.2% 0-000
Volume 418,131 717,232 299,101 71.5% 3,848,584
Daily Pivots for day following 25-Mar-2009
Classic Woodie Camarilla DeMark
R4 126-302 126-083 123-267
R3 125-237 125-018 123-161
R2 124-172 124-172 123-126
R1 123-273 123-273 123-090 123-190
PP 123-107 123-107 123-107 123-065
S1 122-208 122-208 123-020 122-125
S2 122-042 122-042 122-304
S3 120-297 121-143 122-269
S4 119-232 120-078 122-163
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
5 125-160 122-260 2-220 2.2% 0-288 0.7% 13% False True 715,397
10 126-040 120-240 5-120 4.4% 1-137 1.2% 45% False False 703,675
20 126-040 119-090 6-270 5.6% 1-101 1.1% 57% False False 671,691
40 126-040 119-060 6-300 5.6% 1-088 1.0% 57% False False 353,817
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-080
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 129-041
2.618 127-053
1.618 125-308
1.000 125-070
0.618 124-243
HIGH 124-005
0.618 123-178
0.500 123-132
0.382 123-087
LOW 122-260
0.618 122-022
1.000 121-195
1.618 120-277
2.618 119-212
4.250 117-224
Fisher Pivots for day following 25-Mar-2009
Pivot 1 day 3 day
R1 123-132 123-265
PP 123-107 123-195
S1 123-081 123-125

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

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