ECBOT 10 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 16-Mar-2009

Day Change Summary
	Previous	Current
	13-Mar-2009	16-Mar-2009	Change	Change %	Previous Week
Open	123-095	123-020	-0-075	-0.2%	123-040
High	123-220	123-020	-0-200	-0.5%	123-220
Low	122-135	122-210	0-075	0.2%	121-300
Close	123-100	122-280	-0-140	-0.4%	123-100
Range	1-085	0-130	-0-275	-67.9%	1-240
ATR	1-074	1-061	-0-013	-3.3%	0-000
Volume	30,098	8,055	-22,043	-73.2%	161,059

Daily Pivots for day following 16-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	124-027	123-283	123-032
R3	123-217	123-153	122-316
R2	123-087	123-087	122-304
R1	123-023	123-023	122-292	122-310
PP	122-277	122-277	122-277	122-260
S1	122-213	122-213	122-268	122-180
S2	122-147	122-147	122-256
S3	122-017	122-083	122-244
S4	121-207	121-273	122-208

Weekly Pivots for week ending 13-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	128-073	127-167	124-088
R3	126-153	125-247	123-254
R2	124-233	124-233	123-203
R1	124-007	124-007	123-151	124-120
PP	122-313	122-313	122-313	123-050
S1	122-087	122-087	123-049	122-200
S2	121-073	121-073	122-317
S3	119-153	120-167	122-266
S4	117-233	118-247	122-112

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-220	121-300	1-240	1.4%	0-306	0.8%	54%	False	False	25,535
10	124-020	121-240	2-100	1.9%	1-019	0.9%	49%	False	False	47,816
20	124-250	121-025	3-225	3.0%	1-070	1.0%	49%	False	False	393,801
40	126-280	121-025	5-255	4.7%	1-079	1.0%	31%	False	False	470,970
60	128-225	121-025	7-200	6.2%	1-087	1.0%	24%	False	False	408,479
80	128-225	116-050	12-175	10.2%	1-117	1.1%	54%	False	False	400,929
100	128-225	110-310	17-235	14.4%	1-102	1.1%	67%	False	False	321,770

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-055
Narrowest range in 106 trading days

Fibonacci Retracements and Extensions
4.250	124-252
2.618	124-040
1.618	123-230
1.000	123-150
0.618	123-100
HIGH	123-020
0.618	122-290
0.500	122-275
0.382	122-260
LOW	122-210
0.618	122-130
1.000	122-080
1.618	122-000
2.618	121-190
4.250	120-298

Fisher Pivots for day following 16-Mar-2009
Pivot	1 day	3 day
R1	122-278	123-018
PP	122-277	122-318
S1	122-275	122-299

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