ECBOT 10 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 02-Apr-2009
Day Change Summary
Previous Current
01-Apr-2009 02-Apr-2009 Change Change % Previous Week
Open 124-070 124-070 0-000 0.0% 124-160
High 124-135 124-180 0-045 0.1% 124-270
Low 123-290 123-050 -0-240 -0.6% 122-240
Close 124-090 123-120 -0-290 -0.7% 123-105
Range 0-165 1-130 0-285 172.7% 2-030
ATR 1-052 1-058 0-006 1.5% 0-000
Volume 437,242 485,860 48,618 11.1% 3,045,574
Daily Pivots for day following 02-Apr-2009
Classic Woodie Camarilla DeMark
R4 127-293 127-017 124-048
R3 126-163 125-207 123-244
R2 125-033 125-033 123-202
R1 124-077 124-077 123-161 123-310
PP 123-223 123-223 123-223 123-180
S1 122-267 122-267 123-079 122-180
S2 122-093 122-093 123-038
S3 120-283 121-137 122-316
S4 119-153 120-007 122-192
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
5 124-180 123-040 1-140 1.2% 0-275 0.7% 17% True False 506,873
10 124-310 122-240 2-070 1.8% 0-280 0.7% 28% False False 580,346
20 126-040 120-130 5-230 4.6% 1-063 1.0% 52% False False 653,948
40 126-040 119-060 6-300 5.6% 1-072 1.0% 60% False False 434,620
60 126-040 119-060 6-300 5.6% 1-068 1.0% 60% False False 290,373
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-076
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 130-172
2.618 128-078
1.618 126-268
1.000 125-310
0.618 125-138
HIGH 124-180
0.618 124-008
0.500 123-275
0.382 123-222
LOW 123-050
0.618 122-092
1.000 121-240
1.618 120-282
2.618 119-152
4.250 117-058
Fisher Pivots for day following 02-Apr-2009
Pivot 1 day 3 day
R1 123-275 123-275
PP 123-223 123-223
S1 123-172 123-172

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

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