ECBOT 10 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 06-Feb-2009
Day Change Summary
Previous Current
05-Feb-2009 06-Feb-2009 Change Change % Previous Week
Open 121-310 122-090 0-100 0.3% 122-210
High 122-240 122-185 -0-055 -0.1% 123-295
Low 121-280 121-185 -0-095 -0.2% 121-170
Close 122-120 121-265 -0-175 -0.4% 121-265
Range 0-280 1-000 0-040 14.3% 2-125
ATR 1-112 1-104 -0-008 -1.9% 0-000
Volume 627,179 490,156 -137,023 -21.8% 2,557,180
Daily Pivots for day following 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 124-318 124-132 122-121
R3 123-318 123-132 122-033
R2 122-318 122-318 122-004
R1 122-132 122-132 121-294 122-065
PP 121-318 121-318 121-318 121-285
S1 121-132 121-132 121-236 121-065
S2 120-318 120-318 121-206
S3 119-318 120-132 121-177
S4 118-318 119-132 121-089
Weekly Pivots for week ending 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 129-192 128-033 123-046
R3 127-067 125-228 122-155
R2 124-262 124-262 122-085
R1 123-103 123-103 122-015 122-280
PP 122-137 122-137 122-137 122-065
S1 120-298 120-298 121-195 120-155
S2 120-012 120-012 121-125
S3 117-207 118-173 121-055
S4 115-082 116-048 120-164
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-295 121-170 2-125 2.0% 1-059 1.0% 12% False False 511,436
10 124-300 121-170 3-130 2.8% 1-078 1.0% 9% False False 527,073
20 127-165 121-170 5-315 4.9% 1-093 1.1% 5% False False 514,826
40 128-225 121-170 7-055 5.9% 1-127 1.1% 4% False False 398,844
60 128-225 113-140 15-085 12.5% 1-133 1.2% 55% False False 356,999
80 128-225 109-250 18-295 15.5% 1-112 1.1% 64% False False 268,147
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-066
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-265
2.618 125-063
1.618 124-063
1.000 123-185
0.618 123-063
HIGH 122-185
0.618 122-063
0.500 122-025
0.382 121-307
LOW 121-185
0.618 120-307
1.000 120-185
1.618 119-307
2.618 118-307
4.250 117-105
Fisher Pivots for day following 06-Feb-2009
Pivot 1 day 3 day
R1 122-025 122-045
PP 121-318 122-012
S1 121-292 121-298

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

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