ECBOT 10 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 16-Mar-2009
Day Change Summary
Previous Current
13-Mar-2009 16-Mar-2009 Change Change % Previous Week
Open 121-000 120-170 -0-150 -0.4% 120-210
High 121-000 120-170 -0-150 -0.4% 121-000
Low 121-000 120-170 -0-150 -0.4% 119-270
Close 121-000 120-170 -0-150 -0.4% 121-000
Range
ATR 0-203 0-199 -0-004 -1.9% 0-000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 16-Mar-2009
Classic Woodie Camarilla DeMark
R4 120-170 120-170 120-170
R3 120-170 120-170 120-170
R2 120-170 120-170 120-170
R1 120-170 120-170 120-170 120-170
PP 120-170 120-170 120-170 120-170
S1 120-170 120-170 120-170 120-170
S2 120-170 120-170 120-170
S3 120-170 120-170 120-170
S4 120-170 120-170 120-170
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 124-027 123-223 121-204
R3 122-297 122-173 121-102
R2 121-247 121-247 121-068
R1 121-123 121-123 121-034 121-185
PP 120-197 120-197 120-197 120-228
S1 120-073 120-073 120-286 120-135
S2 119-147 119-147 120-252
S3 118-097 119-023 120-218
S4 117-047 117-293 120-116
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-000 119-270 1-050 1.0% 0-000 0.0% 59% False False 2
10 121-000 119-090 1-230 1.4% 0-000 0.0% 73% False False 2
20 121-180 118-260 2-240 2.3% 0-000 0.0% 63% False False 2
40 123-090 118-140 4-270 4.0% 0-000 0.0% 43% False False 2
60 125-240 118-140 7-100 6.1% 0-000 0.0% 29% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-000
Fibonacci Retracements and Extensions
4.250 120-170
2.618 120-170
1.618 120-170
1.000 120-170
0.618 120-170
HIGH 120-170
0.618 120-170
0.500 120-170
0.382 120-170
LOW 120-170
0.618 120-170
1.000 120-170
1.618 120-170
2.618 120-170
4.250 120-170
Fisher Pivots for day following 16-Mar-2009
Pivot 1 day 3 day
R1 120-170 120-245
PP 120-170 120-220
S1 120-170 120-195

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

View Archives - Comment on this page... - Back to Index of Symbols