ECBOT 10 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 31-Mar-2009
Day Change Summary
Previous Current
30-Mar-2009 31-Mar-2009 Change Change % Previous Week
Open 123-150 123-230 0-080 0.2% 124-160
High 124-055 124-070 0-015 0.0% 124-270
Low 123-105 123-160 0-055 0.1% 122-240
Close 123-245 124-025 0-100 0.3% 123-105
Range 0-270 0-230 -0-040 -14.8% 2-030
ATR 1-081 1-068 -0-012 -3.0% 0-000
Volume 433,433 510,346 76,913 17.7% 3,045,574
Daily Pivots for day following 31-Mar-2009
Classic Woodie Camarilla DeMark
R4 126-028 125-257 124-152
R3 125-118 125-027 124-088
R2 124-208 124-208 124-067
R1 124-117 124-117 124-046 124-162
PP 123-298 123-298 123-298 124-001
S1 123-207 123-207 124-004 123-252
S2 123-068 123-068 123-303
S3 122-158 122-297 123-282
S4 121-248 122-067 123-218
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
5 124-070 122-240 1-150 1.2% 0-295 0.7% 90% True False 610,215
10 126-040 120-240 5-120 4.3% 1-105 1.1% 62% False False 656,685
20 126-040 120-010 6-030 4.9% 1-084 1.0% 66% False False 675,831
40 126-040 119-060 6-300 5.6% 1-075 1.0% 70% False False 411,783
60 126-040 119-060 6-300 5.6% 1-073 1.0% 70% False False 274,988
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-076
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 127-088
2.618 126-032
1.618 125-122
1.000 124-300
0.618 124-212
HIGH 124-070
0.618 123-302
0.500 123-275
0.382 123-248
LOW 123-160
0.618 123-018
1.000 122-250
1.618 122-108
2.618 121-198
4.250 120-142
Fisher Pivots for day following 31-Mar-2009
Pivot 1 day 3 day
R1 124-002 123-302
PP 123-298 123-258
S1 123-275 123-215

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

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