ECBOT 5 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 09-Mar-2009
Day Change Summary
Previous Current
06-Mar-2009 09-Mar-2009 Change Change % Previous Week
Open 118-115 118-015 -0-100 -0.3% 117-150
High 118-202 118-025 -0-177 -0.5% 118-202
Low 117-280 117-192 -0-088 -0.2% 117-150
Close 118-027 117-260 -0-087 -0.2% 118-027
Range 0-242 0-153 -0-089 -36.8% 1-052
ATR 0-231 0-226 -0-005 -2.4% 0-000
Volume 18,211 13,253 -4,958 -27.2% 290,614
Daily Pivots for day following 09-Mar-2009
Classic Woodie Camarilla DeMark
R4 119-085 119-005 118-024
R3 118-252 118-172 117-302
R2 118-099 118-099 117-288
R1 118-019 118-019 117-274 117-302
PP 117-266 117-266 117-266 117-247
S1 117-186 117-186 117-246 117-150
S2 117-113 117-113 117-232
S3 116-280 117-033 117-218
S4 116-127 116-200 117-176
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 121-176 120-313 118-232
R3 120-124 119-261 118-129
R2 119-072 119-072 118-095
R1 118-209 118-209 118-061 118-300
PP 118-020 118-020 118-020 118-065
S1 117-157 117-157 117-313 117-248
S2 116-288 116-288 117-279
S3 115-236 116-105 117-245
S4 114-184 115-053 117-142
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-202 117-152 1-050 1.0% 0-200 0.5% 29% False False 28,394
10 118-202 117-067 1-135 1.2% 0-214 0.6% 42% False False 250,954
20 119-050 117-067 1-303 1.7% 0-224 0.6% 31% False False 283,884
40 120-237 117-067 3-170 3.0% 0-223 0.6% 17% False False 266,511
60 120-237 117-067 3-170 3.0% 0-238 0.6% 17% False False 232,443
80 120-237 113-150 7-087 6.2% 0-246 0.7% 60% False False 220,632
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 0-041
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 120-035
2.618 119-106
1.618 118-273
1.000 118-178
0.618 118-120
HIGH 118-025
0.618 117-287
0.500 117-268
0.382 117-250
LOW 117-192
0.618 117-097
1.000 117-039
1.618 116-264
2.618 116-111
4.250 115-182
Fisher Pivots for day following 09-Mar-2009
Pivot 1 day 3 day
R1 117-268 118-037
PP 117-266 118-005
S1 117-263 117-292

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

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