ECBOT 10 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 27-Mar-2009
Day Change Summary
Previous Current
26-Mar-2009 27-Mar-2009 Change Change % Previous Week
Open 121-150 121-230 0-080 0.2% 123-020
High 121-150 122-080 0-250 0.6% 123-020
Low 121-150 121-220 0-070 0.2% 121-150
Close 122-050 121-230 -0-140 -0.4% 121-230
Range 0-000 0-180 0-180 1-190
ATR 0-260 0-254 -0-006 -2.2% 0-000
Volume 2 3 1 50.0% 9
Daily Pivots for day following 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 123-183 123-067 122-009
R3 123-003 122-207 121-280
R2 122-143 122-143 121-263
R1 122-027 122-027 121-246 122-000
PP 121-283 121-283 121-283 121-270
S1 121-167 121-167 121-214 121-140
S2 121-103 121-103 121-197
S3 120-243 120-307 121-180
S4 120-063 120-127 121-131
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 126-277 125-283 122-190
R3 125-087 124-093 122-050
R2 123-217 123-217 122-004
R1 122-223 122-223 121-277 122-125
PP 122-027 122-027 122-027 121-298
S1 121-033 121-033 121-183 120-255
S2 120-157 120-157 121-136
S3 118-287 119-163 121-090
S4 117-097 117-293 120-270
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-190 121-150 2-040 1.7% 0-040 0.1% 12% False False 2
10 124-110 119-300 4-130 3.6% 0-020 0.1% 40% False False 2
20 124-110 119-010 5-100 4.4% 0-010 0.0% 51% False False 2
40 124-110 118-140 5-290 4.9% 0-005 0.0% 56% False False 2
60 124-290 118-140 6-150 5.3% 0-003 0.0% 51% False False 2
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 0-001
Widest range in 77 trading days
Fibonacci Retracements and Extensions
4.250 124-205
2.618 123-231
1.618 123-051
1.000 122-260
0.618 122-191
HIGH 122-080
0.618 122-011
0.500 121-310
0.382 121-289
LOW 121-220
0.618 121-109
1.000 121-040
1.618 120-249
2.618 120-069
4.250 119-095
Fisher Pivots for day following 27-Mar-2009
Pivot 1 day 3 day
R1 121-310 122-055
PP 121-283 122-007
S1 121-257 121-278

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

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