ECBOT 10 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 27-Mar-2009
Day Change Summary
Previous Current
26-Mar-2009 27-Mar-2009 Change Change % Previous Week
Open 123-015 123-180 0-165 0.4% 124-160
High 123-250 123-300 0-050 0.1% 124-270
Low 122-240 123-040 0-120 0.3% 122-240
Close 123-210 123-105 -0-105 -0.3% 123-105
Range 1-010 0-260 -0-070 -21.2% 2-030
ATR 1-102 1-091 -0-012 -2.7% 0-000
Volume 722,581 667,485 -55,096 -7.6% 3,045,574
Daily Pivots for day following 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 125-288 125-137 123-248
R3 125-028 124-197 123-176
R2 124-088 124-088 123-153
R1 123-257 123-257 123-129 123-202
PP 123-148 123-148 123-148 123-121
S1 122-317 122-317 123-081 122-262
S2 122-208 122-208 123-057
S3 121-268 122-057 123-034
S4 121-008 121-117 122-282
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 129-295 128-230 124-154
R3 127-265 126-200 123-289
R2 125-235 125-235 123-228
R1 124-170 124-170 123-166 124-028
PP 123-205 123-205 123-205 123-134
S1 122-140 122-140 123-044 121-318
S2 121-175 121-175 122-302
S3 119-145 120-110 122-241
S4 117-115 118-080 122-056
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-270 122-240 2-030 1.7% 0-300 0.8% 28% False False 609,114
10 126-040 120-240 5-120 4.4% 1-121 1.1% 48% False False 689,415
20 126-040 120-010 6-030 4.9% 1-097 1.1% 54% False False 691,892
40 126-040 119-060 6-300 5.6% 1-080 1.0% 60% False False 388,318
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-083
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 127-125
2.618 126-021
1.618 125-081
1.000 124-240
0.618 124-141
HIGH 123-300
0.618 123-201
0.500 123-170
0.382 123-139
LOW 123-040
0.618 122-199
1.000 122-100
1.618 121-259
2.618 120-319
4.250 119-215
Fisher Pivots for day following 27-Mar-2009
Pivot 1 day 3 day
R1 123-170 123-122
PP 123-148 123-117
S1 123-127 123-111

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

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