ECBOT 10 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 02-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2009 |
02-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
122-170 |
122-210 |
0-040 |
0.1% |
123-285 |
| High |
123-185 |
123-295 |
0-110 |
0.3% |
124-300 |
| Low |
122-145 |
122-195 |
0-050 |
0.1% |
122-110 |
| Close |
122-215 |
123-230 |
1-015 |
0.9% |
122-215 |
| Range |
1-040 |
1-100 |
0-060 |
16.7% |
2-190 |
| ATR |
1-128 |
1-126 |
-0-002 |
-0.4% |
0-000 |
| Volume |
587,778 |
556,565 |
-31,213 |
-5.3% |
2,713,556 |
|
| Daily Pivots for day following 02-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-113 |
126-272 |
124-141 |
|
| R3 |
126-013 |
125-172 |
124-026 |
|
| R2 |
124-233 |
124-233 |
123-307 |
|
| R1 |
124-072 |
124-072 |
123-268 |
124-152 |
| PP |
123-133 |
123-133 |
123-133 |
123-174 |
| S1 |
122-292 |
122-292 |
123-192 |
123-052 |
| S2 |
122-033 |
122-033 |
123-153 |
|
| S3 |
120-253 |
121-192 |
123-114 |
|
| S4 |
119-153 |
120-092 |
122-319 |
|
|
| Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-032 |
129-153 |
124-032 |
|
| R3 |
128-162 |
126-283 |
123-123 |
|
| R2 |
125-292 |
125-292 |
123-047 |
|
| R1 |
124-093 |
124-093 |
122-291 |
123-258 |
| PP |
123-102 |
123-102 |
123-102 |
123-024 |
| S1 |
121-223 |
121-223 |
122-139 |
121-068 |
| S2 |
120-232 |
120-232 |
122-063 |
|
| S3 |
118-042 |
119-033 |
121-307 |
|
| S4 |
115-172 |
116-163 |
121-078 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-300 |
122-110 |
2-190 |
2.1% |
1-122 |
1.1% |
53% |
False |
False |
534,366 |
| 10 |
126-135 |
122-110 |
4-025 |
3.3% |
1-126 |
1.1% |
34% |
False |
False |
565,767 |
| 20 |
127-165 |
122-110 |
5-055 |
4.2% |
1-100 |
1.1% |
27% |
False |
False |
485,956 |
| 40 |
128-225 |
121-285 |
6-260 |
5.5% |
1-139 |
1.2% |
27% |
False |
False |
397,068 |
| 60 |
128-225 |
111-310 |
16-235 |
13.5% |
1-130 |
1.1% |
70% |
False |
False |
324,072 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-160 |
|
2.618 |
127-115 |
|
1.618 |
126-015 |
|
1.000 |
125-075 |
|
0.618 |
124-235 |
|
HIGH |
123-295 |
|
0.618 |
123-135 |
|
0.500 |
123-085 |
|
0.382 |
123-035 |
|
LOW |
122-195 |
|
0.618 |
121-255 |
|
1.000 |
121-095 |
|
1.618 |
120-155 |
|
2.618 |
119-055 |
|
4.250 |
117-010 |
|
|
| Fisher Pivots for day following 02-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
123-182 |
123-174 |
| PP |
123-133 |
123-118 |
| S1 |
123-085 |
123-062 |
|