ECBOT 10 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 30-Mar-2009
Day Change Summary
Previous Current
27-Mar-2009 30-Mar-2009 Change Change % Previous Week
Open 123-180 123-150 -0-030 -0.1% 124-160
High 123-300 124-055 0-075 0.2% 124-270
Low 123-040 123-105 0-065 0.2% 122-240
Close 123-105 123-245 0-140 0.4% 123-105
Range 0-260 0-270 0-010 3.8% 2-030
ATR 1-091 1-081 -0-010 -2.4% 0-000
Volume 667,485 433,433 -234,052 -35.1% 3,045,574
Daily Pivots for day following 30-Mar-2009
Classic Woodie Camarilla DeMark
R4 126-092 125-278 124-074
R3 125-142 125-008 123-319
R2 124-192 124-192 123-294
R1 124-058 124-058 123-270 124-125
PP 123-242 123-242 123-242 123-275
S1 123-108 123-108 123-220 123-175
S2 122-292 122-292 123-196
S3 122-022 122-158 123-171
S4 121-072 121-208 123-096
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
5 124-110 122-240 1-190 1.3% 0-306 0.8% 64% False False 591,772
10 126-040 120-240 5-120 4.3% 1-115 1.1% 56% False False 662,905
20 126-040 120-010 6-030 4.9% 1-086 1.0% 61% False False 683,066
40 126-040 119-060 6-300 5.6% 1-079 1.0% 66% False False 399,089
60 126-040 119-060 6-300 5.6% 1-072 1.0% 66% False False 266,483
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-082
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-242
2.618 126-122
1.618 125-172
1.000 125-005
0.618 124-222
HIGH 124-055
0.618 123-272
0.500 123-240
0.382 123-208
LOW 123-105
0.618 122-258
1.000 122-155
1.618 121-308
2.618 121-038
4.250 119-238
Fisher Pivots for day following 30-Mar-2009
Pivot 1 day 3 day
R1 123-243 123-212
PP 123-242 123-180
S1 123-240 123-148

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

View Archives - Comment on this page... - Back to Index of Symbols