ECBOT 10 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 12-Mar-2009
Day Change Summary
Previous Current
11-Mar-2009 12-Mar-2009 Change Change % Previous Week
Open 120-140 120-270 0-130 0.3% 120-120
High 120-140 120-270 0-130 0.3% 120-290
Low 120-140 120-270 0-130 0.3% 119-090
Close 120-140 120-270 0-130 0.3% 120-290
Range
ATR 0-222 0-215 -0-007 -3.0% 0-000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 12-Mar-2009
Classic Woodie Camarilla DeMark
R4 120-270 120-270 120-270
R3 120-270 120-270 120-270
R2 120-270 120-270 120-270
R1 120-270 120-270 120-270 120-270
PP 120-270 120-270 120-270 120-270
S1 120-270 120-270 120-270 120-270
S2 120-270 120-270 120-270
S3 120-270 120-270 120-270
S4 120-270 120-270 120-270
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 125-077 124-223 121-256
R3 123-197 123-023 121-113
R2 121-317 121-317 121-065
R1 121-143 121-143 121-018 121-230
PP 120-117 120-117 120-117 120-160
S1 119-263 119-263 120-242 120-030
S2 118-237 118-237 120-195
S3 117-037 118-063 120-147
S4 115-157 116-183 120-004
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-290 119-270 1-020 0.9% 0-000 0.0% 94% False False 2
10 120-290 119-010 1-280 1.6% 0-000 0.0% 97% False False 2
20 121-180 118-260 2-240 2.3% 0-000 0.0% 74% False False 2
40 123-240 118-140 5-100 4.4% 0-000 0.0% 45% False False 2
60 125-240 118-140 7-100 6.1% 0-000 0.0% 33% False False 2
Crabel Price Patterns
NR False
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 0-000
Fibonacci Retracements and Extensions
4.250 120-270
2.618 120-270
1.618 120-270
1.000 120-270
0.618 120-270
HIGH 120-270
0.618 120-270
0.500 120-270
0.382 120-270
LOW 120-270
0.618 120-270
1.000 120-270
1.618 120-270
2.618 120-270
4.250 120-270
Fisher Pivots for day following 12-Mar-2009
Pivot 1 day 3 day
R1 120-270 120-217
PP 120-270 120-163
S1 120-270 120-110

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

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