ECBOT 10 Year T-Note Future September 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 122-000 121-250 -0-070 -0.2% 123-020
High 122-090 121-250 -0-160 -0.4% 123-020
Low 122-000 121-230 -0-090 -0.2% 121-150
Close 122-220 121-250 -0-290 -0.7% 121-230
Range 0-090 0-020 -0-070 -77.8% 1-190
ATR 0-233 0-238 0-006 2.4% 0-000
Volume 0 2 2 9
Daily Pivots for day following 02-Apr-2009
Classic Woodie Camarilla DeMark
R4 121-303 121-297 121-261
R3 121-283 121-277 121-256
R2 121-263 121-263 121-254
R1 121-257 121-257 121-252 121-260
PP 121-243 121-243 121-243 121-245
S1 121-237 121-237 121-248 121-240
S2 121-223 121-223 121-246
S3 121-203 121-217 121-244
S4 121-183 121-197 121-239
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 126-277 125-283 122-190
R3 125-087 124-093 122-050
R2 123-217 123-217 122-004
R1 122-223 122-223 121-277 122-125
PP 122-027 122-027 122-027 121-298
S1 121-033 121-033 121-183 120-255
S2 120-157 120-157 121-136
S3 118-287 119-163 121-090
S4 117-097 117-293 120-270
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-170 121-220 0-270 0.7% 0-090 0.2% 11% False False 3
10 123-190 121-150 2-040 1.7% 0-047 0.1% 15% False False 2
20 124-110 119-270 4-160 3.7% 0-024 0.1% 43% False False 2
40 124-110 118-140 5-290 4.8% 0-012 0.0% 57% False False 2
60 124-110 118-140 5-290 4.8% 0-008 0.0% 57% False False 2
80 125-240 118-140 7-100 6.0% 0-006 0.0% 46% False False 2
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 -0-007
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 122-015
2.618 121-302
1.618 121-282
1.000 121-270
0.618 121-262
HIGH 121-250
0.618 121-242
0.500 121-240
0.382 121-238
LOW 121-230
0.618 121-218
1.000 121-210
1.618 121-198
2.618 121-178
4.250 121-145
Fisher Pivots for day following 02-Apr-2009
Pivot 1 day 3 day
R1 121-247 122-000
PP 121-243 121-297
S1 121-240 121-273

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

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