ECBOT 10 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 12-Mar-2009
Day Change Summary
Previous Current
11-Mar-2009 12-Mar-2009 Change Change % Previous Week
Open 122-065 122-310 0-245 0.6% 121-295
High 123-045 123-220 0-175 0.4% 124-020
Low 121-300 122-300 1-000 0.8% 121-240
Close 122-295 123-040 0-065 0.2% 123-145
Range 1-065 0-240 -0-145 -37.7% 2-100
ATR 1-085 1-073 -0-011 -2.8% 0-000
Volume 35,531 34,378 -1,153 -3.2% 595,107
Daily Pivots for day following 12-Mar-2009
Classic Woodie Camarilla DeMark
R4 125-160 125-020 123-172
R3 124-240 124-100 123-106
R2 124-000 124-000 123-084
R1 123-180 123-180 123-062 123-250
PP 123-080 123-080 123-080 123-115
S1 122-260 122-260 123-018 123-010
S2 122-160 122-160 122-316
S3 121-240 122-020 122-294
S4 121-000 121-100 122-228
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
5 124-020 121-300 2-040 1.7% 0-316 0.8% 56% False False 36,336
10 124-020 121-130 2-210 2.2% 1-048 0.9% 65% False False 171,720
20 124-250 121-025 3-225 3.0% 1-077 1.0% 55% False False 453,344
40 127-165 121-025 6-140 5.2% 1-086 1.0% 32% False False 491,886
60 128-225 121-025 7-200 6.2% 1-097 1.1% 27% False False 421,727
80 128-225 114-260 13-285 11.3% 1-117 1.1% 60% False False 400,936
100 128-225 110-020 18-205 15.1% 1-106 1.1% 70% False False 321,389
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 True
Bear Hook False
Bull Hook False
Stretch 0-051
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 126-280
2.618 125-208
1.618 124-288
1.000 124-140
0.618 124-048
HIGH 123-220
0.618 123-128
0.500 123-100
0.382 123-072
LOW 122-300
0.618 122-152
1.000 122-060
1.618 121-232
2.618 120-312
4.250 119-240
Fisher Pivots for day following 12-Mar-2009
Pivot 1 day 3 day
R1 123-100 123-007
PP 123-080 122-293
S1 123-060 122-260

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

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