ECBOT 10 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 19-Feb-2009
Day Change Summary
Previous Current
18-Feb-2009 19-Feb-2009 Change Change % Previous Week
Open 124-175 123-115 -1-060 -1.0% 121-260
High 124-250 123-205 -1-045 -0.9% 124-105
Low 123-080 122-080 -1-000 -0.8% 121-095
Close 123-215 122-170 -1-045 -0.9% 122-225
Range 1-170 1-125 -0-045 -9.2% 3-010
ATR 1-112 1-114 0-002 0.4% 0-000
Volume 688,889 806,978 118,089 17.1% 2,849,983
Daily Pivots for day following 19-Feb-2009
Classic Woodie Camarilla DeMark
R4 126-313 126-047 123-095
R3 125-188 124-242 122-292
R2 124-063 124-063 122-252
R1 123-117 123-117 122-211 123-028
PP 122-258 122-258 122-258 122-214
S1 121-312 121-312 122-129 121-222
S2 121-133 121-133 122-088
S3 120-008 120-187 122-048
S4 118-203 119-062 121-245
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
5 124-250 122-080 2-170 2.1% 1-133 1.2% 11% False True 647,835
10 124-250 121-095 3-155 2.8% 1-076 1.0% 35% False False 597,747
20 125-020 121-095 3-245 3.1% 1-092 1.1% 33% False False 565,597
40 128-100 121-095 7-005 5.7% 1-098 1.1% 18% False False 438,064
60 128-225 116-310 11-235 9.6% 1-132 1.2% 47% False False 431,537
80 128-225 110-310 17-235 14.5% 1-116 1.1% 65% False False 328,872
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-069
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 129-176
2.618 127-090
1.618 125-285
1.000 125-010
0.618 124-160
HIGH 123-205
0.618 123-035
0.500 122-302
0.382 122-250
LOW 122-080
0.618 121-125
1.000 120-275
1.618 120-000
2.618 118-195
4.250 116-109
Fisher Pivots for day following 19-Feb-2009
Pivot 1 day 3 day
R1 122-302 123-165
PP 122-258 123-060
S1 122-214 122-275

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

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