ECBOT 10 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 13-Mar-2009
Day Change Summary
Previous Current
12-Mar-2009 13-Mar-2009 Change Change % Previous Week
Open 121-150 121-310 0-160 0.4% 121-190
High 122-130 122-130 0-000 0.0% 122-130
Low 121-110 121-040 -0-070 -0.2% 120-130
Close 121-270 122-000 0-050 0.1% 122-000
Range 1-020 1-090 0-070 20.6% 2-000
ATR 1-080 1-081 0-001 0.2% 0-000
Volume 755,301 777,363 22,062 2.9% 3,526,600
Daily Pivots for day following 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 125-220 125-040 122-226
R3 124-130 123-270 122-113
R2 123-040 123-040 122-075
R1 122-180 122-180 122-038 122-270
PP 121-270 121-270 121-270 121-315
S1 121-090 121-090 121-282 121-180
S2 120-180 120-180 121-245
S3 119-090 120-000 121-207
S4 118-000 118-230 121-094
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 127-193 126-257 123-032
R3 125-193 124-257 122-176
R2 123-193 123-193 122-117
R1 122-257 122-257 122-059 123-065
PP 121-193 121-193 121-193 121-258
S1 120-257 120-257 121-261 121-065
S2 119-193 119-193 121-203
S3 117-193 118-257 121-144
S4 115-193 116-257 120-288
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-130 120-130 2-000 1.6% 1-040 0.9% 80% True False 705,320
10 122-150 120-010 2-140 2.0% 1-073 1.0% 81% False False 694,369
20 122-290 119-090 3-200 3.0% 1-094 1.1% 75% False False 428,595
40 124-190 119-060 5-130 4.4% 1-072 1.0% 52% False False 216,473
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-066
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 127-272
2.618 125-243
1.618 124-153
1.000 123-220
0.618 123-063
HIGH 122-130
0.618 121-293
0.500 121-245
0.382 121-197
LOW 121-040
0.618 120-107
1.000 119-270
1.618 119-017
2.618 117-247
4.250 115-218
Fisher Pivots for day following 13-Mar-2009
Pivot 1 day 3 day
R1 121-295 121-257
PP 121-270 121-193
S1 121-245 121-130

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

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