ECBOT 10 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 26-Mar-2009
Day Change Summary
Previous Current
25-Mar-2009 26-Mar-2009 Change Change % Previous Week
Open 123-265 123-015 -0-250 -0.6% 122-040
High 124-005 123-250 -0-075 -0.2% 126-040
Low 122-260 122-240 -0-020 -0.1% 120-240
Close 123-055 123-210 0-155 0.4% 124-190
Range 1-065 1-010 -0-055 -14.3% 5-120
ATR 1-109 1-102 -0-007 -1.7% 0-000
Volume 717,232 722,581 5,349 0.7% 3,848,584
Daily Pivots for day following 26-Mar-2009
Classic Woodie Camarilla DeMark
R4 126-157 126-033 124-072
R3 125-147 125-023 123-301
R2 124-137 124-137 123-270
R1 124-013 124-013 123-240 124-075
PP 123-127 123-127 123-127 123-158
S1 123-003 123-003 123-180 123-065
S2 122-117 122-117 123-150
S3 121-107 121-313 123-119
S4 120-097 120-303 123-028
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
5 124-310 122-240 2-070 1.8% 0-286 0.7% 41% False True 653,820
10 126-040 120-240 5-120 4.3% 1-136 1.2% 54% False False 700,403
20 126-040 119-230 6-130 5.2% 1-102 1.1% 61% False False 686,119
40 126-040 119-060 6-300 5.6% 1-086 1.0% 64% False False 371,753
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-085
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-052
2.618 126-154
1.618 125-144
1.000 124-260
0.618 124-134
HIGH 123-250
0.618 123-124
0.500 123-085
0.382 123-046
LOW 122-240
0.618 122-036
1.000 121-230
1.618 121-026
2.618 120-016
4.250 118-118
Fisher Pivots for day following 26-Mar-2009
Pivot 1 day 3 day
R1 123-168 123-198
PP 123-127 123-187
S1 123-085 123-175

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

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