ECBOT 10 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 07-Jan-2009
Day Change Summary
Previous Current
06-Jan-2009 07-Jan-2009 Change Change % Previous Week
Open 124-115 124-250 0-135 0.3% 127-075
High 124-290 124-280 -0-010 0.0% 128-100
Low 123-090 124-005 0-235 0.6% 124-080
Close 124-115 124-155 0-040 0.1% 124-095
Range 1-200 0-275 -0-245 -47.1% 4-020
ATR 1-161 1-146 -0-015 -3.1% 0-000
Volume 400,874 444,146 43,272 10.8% 363,381
Daily Pivots for day following 07-Jan-2009
Classic Woodie Camarilla DeMark
R4 127-012 126-198 124-306
R3 126-057 125-243 124-231
R2 125-102 125-102 124-205
R1 124-288 124-288 124-180 124-218
PP 124-147 124-147 124-147 124-111
S1 124-013 124-013 124-130 123-262
S2 123-192 123-192 124-105
S3 122-237 123-058 124-079
S4 121-282 122-103 124-004
Weekly Pivots for week ending 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 137-258 135-037 126-170
R3 133-238 131-017 125-132
R2 129-218 129-218 125-013
R1 126-317 126-317 124-214 126-098
PP 125-198 125-198 125-198 125-089
S1 122-297 122-297 123-296 122-078
S2 121-178 121-178 123-177
S3 117-158 118-277 123-058
S4 113-138 114-257 122-020
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-235 123-090 4-145 3.6% 1-216 1.3% 27% False False 257,083
10 128-100 123-090 5-010 4.0% 1-120 1.1% 24% False False 173,993
20 128-225 122-025 6-200 5.3% 1-161 1.2% 36% False False 282,230
40 128-225 113-100 15-125 12.4% 1-146 1.2% 73% False False 268,896
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-084
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 128-169
2.618 127-040
1.618 126-085
1.000 125-235
0.618 125-130
HIGH 124-280
0.618 124-175
0.500 124-142
0.382 124-110
LOW 124-005
0.618 123-155
1.000 123-050
1.618 122-200
2.618 121-245
4.250 120-116
Fisher Pivots for day following 07-Jan-2009
Pivot 1 day 3 day
R1 124-151 124-113
PP 124-147 124-072
S1 124-142 124-030

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

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