ECBOT 10 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 03-Mar-2009

Day Change Summary
	Previous	Current
	02-Mar-2009	03-Mar-2009	Change	Change %	Previous Week
Open	120-080	121-200	1-120	1.1%	121-130
High	121-240	121-230	-0-010	0.0%	122-000
Low	120-080	120-280	0-200	0.5%	119-090
Close	121-120	121-010	-0-110	-0.3%	120-010
Range	1-160	0-270	-0-210	-43.8%	2-230
ATR	1-098	1-087	-0-011	-2.5%	0-000
Volume	609,950	655,046	45,096	7.4%	1,488,000

Daily Pivots for day following 03-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	123-237	123-073	121-158
R3	122-287	122-123	121-084
R2	122-017	122-017	121-060
R1	121-173	121-173	121-035	121-120
PP	121-067	121-067	121-067	121-040
S1	120-223	120-223	120-305	120-170
S2	120-117	120-117	120-280
S3	119-167	119-273	120-256
S4	118-217	119-003	120-182

Weekly Pivots for week ending 27-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	128-190	127-010	121-168
R3	125-280	124-100	120-249
R2	123-050	123-050	120-170
R1	121-190	121-190	120-090	121-005
PP	120-140	120-140	120-140	120-048
S1	118-280	118-280	119-250	118-095
S2	117-230	117-230	119-170
S3	115-000	116-050	119-091
S4	112-090	113-140	118-172

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-240	119-090	2-150	2.0%	1-060	1.0%	71%	False	False	499,530
10	122-280	119-090	3-190	3.0%	1-084	1.0%	49%	False	False	287,926
20	122-290	119-060	3-230	3.1%	1-065	1.0%	50%	False	False	147,735
40	125-040	119-060	5-300	4.9%	1-067	1.0%	31%	False	False	74,567

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-062
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	125-098
2.618	123-297
1.618	123-027
1.000	122-180
0.618	122-077
HIGH	121-230
0.618	121-127
0.500	121-095
0.382	121-063
LOW	120-280
0.618	120-113
1.000	120-010
1.618	119-163
2.618	118-213
4.250	117-092

Fisher Pivots for day following 03-Mar-2009
Pivot	1 day	3 day
R1	121-095	120-298
PP	121-067	120-267
S1	121-038	120-235

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