ECBOT 10 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 03-Apr-2009
Day Change Summary
Previous Current
02-Apr-2009 03-Apr-2009 Change Change % Previous Week
Open 124-070 123-105 -0-285 -0.7% 123-150
High 124-180 123-130 -1-050 -0.9% 124-180
Low 123-050 121-305 -1-065 -1.0% 121-305
Close 123-120 121-310 -1-130 -1.1% 121-310
Range 1-130 1-145 0-015 3.3% 2-195
ATR 1-058 1-064 0-006 1.6% 0-000
Volume 485,860 605,812 119,952 24.7% 2,472,693
Daily Pivots for day following 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 126-257 125-268 122-246
R3 125-112 124-123 122-118
R2 123-287 123-287 122-075
R1 122-298 122-298 122-033 122-220
PP 122-142 122-142 122-142 122-102
S1 121-153 121-153 121-267 121-075
S2 120-317 120-317 121-225
S3 119-172 120-008 121-182
S4 118-027 118-183 121-054
Weekly Pivots for week ending 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 130-210 128-295 123-129
R3 128-015 126-100 122-220
R2 125-140 125-140 122-143
R1 123-225 123-225 122-067 123-085
PP 122-265 122-265 122-265 122-195
S1 121-030 121-030 121-233 120-210
S2 120-070 120-070 121-157
S3 117-195 118-155 121-080
S4 115-000 115-280 120-171
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-180 121-305 2-195 2.1% 0-316 0.8% 1% False True 494,538
10 124-270 121-305 2-285 2.4% 0-308 0.8% 1% False True 551,826
20 126-040 120-130 5-230 4.7% 1-070 1.0% 27% False False 644,672
40 126-040 119-060 6-300 5.7% 1-077 1.0% 40% False False 449,580
60 126-040 119-060 6-300 5.7% 1-070 1.0% 40% False False 300,468
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-074
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 129-186
2.618 127-067
1.618 125-242
1.000 124-275
0.618 124-097
HIGH 123-130
0.618 122-272
0.500 122-218
0.382 122-163
LOW 121-305
0.618 121-018
1.000 120-160
1.618 119-193
2.618 118-048
4.250 115-249
Fisher Pivots for day following 03-Apr-2009
Pivot 1 day 3 day
R1 122-218 123-082
PP 122-142 122-265
S1 122-066 122-128

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

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