ECBOT 10 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 02-Feb-2009
Day Change Summary
Previous Current
30-Jan-2009 02-Feb-2009 Change Change % Previous Week
Open 120-210 120-220 0-010 0.0% 121-140
High 121-190 121-300 0-110 0.3% 122-290
Low 120-190 120-220 0-030 0.1% 120-130
Close 120-230 121-240 1-010 0.9% 120-230
Range 1-000 1-080 0-080 25.0% 2-160
ATR 1-084 1-084 0-000 -0.1% 0-000
Volume 2,581 2,581 0 0.0% 15,874
Daily Pivots for day following 02-Feb-2009
Classic Woodie Camarilla DeMark
R4 125-067 124-233 122-140
R3 123-307 123-153 122-030
R2 122-227 122-227 121-313
R1 122-073 122-073 121-277 122-150
PP 121-147 121-147 121-147 121-185
S1 120-313 120-313 121-203 121-070
S2 120-067 120-067 121-167
S3 118-307 119-233 121-130
S4 117-227 118-153 121-020
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 128-270 127-090 122-030
R3 126-110 124-250 121-130
R2 123-270 123-270 121-057
R1 122-090 122-090 120-303 121-260
PP 121-110 121-110 121-110 121-035
S1 119-250 119-250 120-157 119-100
S2 118-270 118-270 120-083
S3 116-110 117-090 120-010
S4 113-270 114-250 119-110
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-290 120-130 2-160 2.1% 1-082 1.0% 54% False False 3,492
10 124-040 120-130 3-230 3.1% 1-089 1.0% 36% False False 2,487
20 125-040 120-130 4-230 3.9% 1-069 1.0% 28% False False 1,399
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 False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-090
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-080
2.618 125-067
1.618 123-307
1.000 123-060
0.618 122-227
HIGH 121-300
0.618 121-147
0.500 121-100
0.382 121-053
LOW 120-220
0.618 119-293
1.000 119-140
1.618 118-213
2.618 117-133
4.250 115-120
Fisher Pivots for day following 02-Feb-2009
Pivot 1 day 3 day
R1 121-193 121-178
PP 121-147 121-117
S1 121-100 121-055

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

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