ECBOT 10 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 04-Feb-2009
Day Change Summary
Previous Current
03-Feb-2009 04-Feb-2009 Change Change % Previous Week
Open 123-260 122-060 -1-200 -1.3% 123-285
High 123-265 122-175 -1-090 -1.0% 124-300
Low 122-035 121-170 -0-185 -0.5% 122-110
Close 122-175 122-035 -0-140 -0.4% 122-215
Range 1-230 1-005 -0-225 -40.9% 2-190
ATR 1-133 1-124 -0-009 -2.0% 0-000
Volume 389,943 493,337 103,394 26.5% 2,713,556
Daily Pivots for day following 04-Feb-2009
Classic Woodie Camarilla DeMark
R4 125-035 124-200 122-214
R3 124-030 123-195 122-124
R2 123-025 123-025 122-095
R1 122-190 122-190 122-065 122-105
PP 122-020 122-020 122-020 121-298
S1 121-185 121-185 122-005 121-100
S2 121-015 121-015 121-295
S3 120-010 120-180 121-266
S4 119-005 119-175 121-176
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
5 124-015 121-170 2-165 2.1% 1-120 1.1% 23% False True 520,645
10 125-020 121-170 3-170 2.9% 1-108 1.1% 16% False True 533,446
20 127-165 121-170 5-315 4.9% 1-100 1.1% 10% False True 499,768
40 128-225 121-170 7-055 5.9% 1-134 1.2% 8% False True 394,189
60 128-225 111-310 16-235 13.7% 1-134 1.2% 61% False False 338,699
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-082
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 126-276
2.618 125-066
1.618 124-061
1.000 123-180
0.618 123-056
HIGH 122-175
0.618 122-051
0.500 122-012
0.382 121-294
LOW 121-170
0.618 120-289
1.000 120-165
1.618 119-284
2.618 118-279
4.250 117-069
Fisher Pivots for day following 04-Feb-2009
Pivot 1 day 3 day
R1 122-028 122-232
PP 122-020 122-167
S1 122-012 122-101

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

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