ECBOT 10 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 03-Mar-2009

Day Change Summary
	Previous	Current
	02-Mar-2009	03-Mar-2009	Change	Change %	Previous Week
Open	121-295	123-085	1-110	1.1%	123-030
High	123-130	123-130	0-000	0.0%	123-255
Low	121-295	122-180	0-205	0.5%	121-025
Close	123-010	122-220	-0-110	-0.3%	121-225
Range	1-155	0-270	-0-205	-43.2%	2-230
ATR	1-106	1-095	-0-011	-2.6%	0-000
Volume	286,061	99,794	-186,267	-65.1%	4,303,640

Daily Pivots for day following 03-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	125-133	124-287	123-048
R3	124-183	124-017	122-294
R2	123-233	123-233	122-270
R1	123-067	123-067	122-245	123-015
PP	122-283	122-283	122-283	122-258
S1	122-117	122-117	122-195	122-065
S2	122-013	122-013	122-170
S3	121-063	121-167	122-146
S4	120-113	120-217	122-072

Weekly Pivots for week ending 27-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	130-112	128-238	123-064
R3	127-202	126-008	122-144
R2	124-292	124-292	122-064
R1	123-098	123-098	121-305	122-240
PP	122-062	122-062	122-062	121-292
S1	120-188	120-188	121-145	120-010
S2	119-152	119-152	121-066
S3	116-242	117-278	120-306
S4	114-012	115-048	120-066

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-130	121-025	2-105	1.9%	1-059	1.0%	69%	True	False	631,137
10	124-250	121-025	3-225	3.0%	1-082	1.0%	43%	False	False	698,336
20	124-250	121-025	3-225	3.0%	1-076	1.0%	43%	False	False	617,412
40	127-165	121-025	6-140	5.2%	1-088	1.0%	25%	False	False	551,684
60	128-225	121-025	7-200	6.2%	1-118	1.1%	21%	False	False	470,516
80	128-225	111-310	16-235	13.6%	1-117	1.1%	64%	False	False	397,407

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	0-074
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	126-318
2.618	125-197
1.618	124-247
1.000	124-080
0.618	123-297
HIGH	123-130
0.618	123-027
0.500	122-315
0.382	122-283
LOW	122-180
0.618	122-013
1.000	121-230
1.618	121-063
2.618	120-113
4.250	118-312

Fisher Pivots for day following 03-Mar-2009
Pivot	1 day	3 day
R1	122-315	122-190
PP	122-283	122-160
S1	122-252	122-130

Download as Excel Spreadsheet

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

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