ECBOT 10 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 13-Feb-2009
Day Change Summary
Previous Current
12-Feb-2009 13-Feb-2009 Change Change % Previous Week
Open 123-220 123-205 -0-015 0.0% 121-260
High 124-105 123-270 -0-155 -0.4% 124-105
Low 123-170 122-170 -1-000 -0.8% 121-095
Close 124-050 122-225 -1-145 -1.2% 122-225
Range 0-255 1-100 0-165 64.7% 3-010
ATR 1-082 1-090 0-008 2.1% 0-000
Volume 574,587 654,431 79,844 13.9% 2,849,983
Daily Pivots for day following 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 126-308 126-047 123-136
R3 125-208 124-267 123-020
R2 124-108 124-108 122-302
R1 123-167 123-167 122-264 123-088
PP 123-008 123-008 123-008 122-289
S1 122-067 122-067 122-186 121-308
S2 121-228 121-228 122-148
S3 120-128 120-287 122-110
S4 119-028 119-187 121-314
Weekly Pivots for week ending 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 131-278 130-102 124-118
R3 128-268 127-092 123-172
R2 125-258 125-258 123-083
R1 124-082 124-082 122-314 125-010
PP 122-248 122-248 122-248 123-052
S1 121-072 121-072 122-136 122-000
S2 119-238 119-238 122-047
S3 116-228 118-062 121-278
S4 113-218 115-052 121-012
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-105 121-095 3-010 2.5% 1-034 0.9% 46% False False 569,996
10 124-105 121-095 3-010 2.5% 1-046 0.9% 46% False False 540,716
20 126-280 121-095 5-185 4.5% 1-089 1.0% 25% False False 548,140
40 128-225 121-095 7-130 6.0% 1-095 1.1% 19% False False 415,817
60 128-225 116-050 12-175 10.2% 1-133 1.2% 52% False False 403,305
80 128-225 110-310 17-235 14.5% 1-111 1.1% 66% False False 303,762
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 False
Bear Hook False
Bull Hook False
Stretch 0-054
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 129-135
2.618 127-090
1.618 125-310
1.000 125-050
0.618 124-210
HIGH 123-270
0.618 123-110
0.500 123-060
0.382 123-010
LOW 122-170
0.618 121-230
1.000 121-070
1.618 120-130
2.618 119-030
4.250 116-305
Fisher Pivots for day following 13-Feb-2009
Pivot 1 day 3 day
R1 123-060 123-138
PP 123-008 123-060
S1 122-277 122-302

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

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