ECBOT 10 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 10-Mar-2009
Day Change Summary
Previous Current
09-Mar-2009 10-Mar-2009 Change Change % Previous Week
Open 123-040 123-105 0-065 0.2% 121-295
High 123-140 123-110 -0-030 -0.1% 124-020
Low 122-195 122-060 -0-135 -0.3% 121-240
Close 123-055 122-110 -0-265 -0.7% 123-145
Range 0-265 1-050 0-105 39.6% 2-100
ATR 1-089 1-086 -0-003 -0.7% 0-000
Volume 41,438 19,614 -21,824 -52.7% 595,107
Daily Pivots for day following 10-Mar-2009
Classic Woodie Camarilla DeMark
R4 126-030 125-120 122-314
R3 124-300 124-070 122-212
R2 123-250 123-250 122-178
R1 123-020 123-020 122-144 122-270
PP 122-200 122-200 122-200 122-165
S1 121-290 121-290 122-076 121-220
S2 121-150 121-150 122-042
S3 120-100 120-240 122-008
S4 119-050 119-190 121-226
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 130-008 129-017 124-232
R3 127-228 126-237 124-028
R2 125-128 125-128 123-281
R1 124-137 124-137 123-213 124-292
PP 123-028 123-028 123-028 123-106
S1 122-037 122-037 123-077 122-192
S2 120-248 120-248 123-009
S3 118-148 119-257 122-262
S4 116-048 117-157 122-058
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-020 121-240 2-100 1.9% 1-072 1.0% 26% False False 54,060
10 124-020 121-025 2-315 2.4% 1-066 1.0% 42% False False 342,598
20 124-250 121-025 3-225 3.0% 1-088 1.0% 34% False False 505,122
40 127-165 121-025 6-140 5.3% 1-085 1.0% 20% False False 510,114
60 128-225 121-025 7-200 6.2% 1-111 1.1% 17% False False 436,788
80 128-225 113-240 14-305 12.2% 1-120 1.1% 57% False False 400,464
100 128-225 109-250 18-295 15.5% 1-106 1.1% 66% False False 320,697
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-058
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 128-082
2.618 126-119
1.618 125-069
1.000 124-160
0.618 124-019
HIGH 123-110
0.618 122-289
0.500 122-245
0.382 122-201
LOW 122-060
0.618 121-151
1.000 121-010
1.618 120-101
2.618 119-051
4.250 117-088
Fisher Pivots for day following 10-Mar-2009
Pivot 1 day 3 day
R1 122-245 123-040
PP 122-200 122-277
S1 122-155 122-193

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

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