ECBOT 10 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 02-Feb-2009
Day Change Summary
Previous Current
30-Jan-2009 02-Feb-2009 Change Change % Previous Week
Open 122-170 122-210 0-040 0.1% 123-285
High 123-185 123-295 0-110 0.3% 124-300
Low 122-145 122-195 0-050 0.1% 122-110
Close 122-215 123-230 1-015 0.9% 122-215
Range 1-040 1-100 0-060 16.7% 2-190
ATR 1-128 1-126 -0-002 -0.4% 0-000
Volume 587,778 556,565 -31,213 -5.3% 2,713,556
Daily Pivots for day following 02-Feb-2009
Classic Woodie Camarilla DeMark
R4 127-113 126-272 124-141
R3 126-013 125-172 124-026
R2 124-233 124-233 123-307
R1 124-072 124-072 123-268 124-152
PP 123-133 123-133 123-133 123-174
S1 122-292 122-292 123-192 123-052
S2 122-033 122-033 123-153
S3 120-253 121-192 123-114
S4 119-153 120-092 122-319
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 131-032 129-153 124-032
R3 128-162 126-283 123-123
R2 125-292 125-292 123-047
R1 124-093 124-093 122-291 123-258
PP 123-102 123-102 123-102 123-024
S1 121-223 121-223 122-139 121-068
S2 120-232 120-232 122-063
S3 118-042 119-033 121-307
S4 115-172 116-163 121-078
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-300 122-110 2-190 2.1% 1-122 1.1% 53% False False 534,366
10 126-135 122-110 4-025 3.3% 1-126 1.1% 34% False False 565,767
20 127-165 122-110 5-055 4.2% 1-100 1.1% 27% False False 485,956
40 128-225 121-285 6-260 5.5% 1-139 1.2% 27% False False 397,068
60 128-225 111-310 16-235 13.5% 1-130 1.1% 70% False False 324,072
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 False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-090
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129-160
2.618 127-115
1.618 126-015
1.000 125-075
0.618 124-235
HIGH 123-295
0.618 123-135
0.500 123-085
0.382 123-035
LOW 122-195
0.618 121-255
1.000 121-095
1.618 120-155
2.618 119-055
4.250 117-010
Fisher Pivots for day following 02-Feb-2009
Pivot 1 day 3 day
R1 123-182 123-174
PP 123-133 123-118
S1 123-085 123-062

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

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