ECBOT 10 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 04-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2009 |
04-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
123-260 |
122-060 |
-1-200 |
-1.3% |
123-285 |
| High |
123-265 |
122-175 |
-1-090 |
-1.0% |
124-300 |
| Low |
122-035 |
121-170 |
-0-185 |
-0.5% |
122-110 |
| Close |
122-175 |
122-035 |
-0-140 |
-0.4% |
122-215 |
| Range |
1-230 |
1-005 |
-0-225 |
-40.9% |
2-190 |
| ATR |
1-133 |
1-124 |
-0-009 |
-2.0% |
0-000 |
| Volume |
389,943 |
493,337 |
103,394 |
26.5% |
2,713,556 |
|
| Daily Pivots for day following 04-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-035 |
124-200 |
122-214 |
|
| R3 |
124-030 |
123-195 |
122-124 |
|
| R2 |
123-025 |
123-025 |
122-095 |
|
| R1 |
122-190 |
122-190 |
122-065 |
122-105 |
| PP |
122-020 |
122-020 |
122-020 |
121-298 |
| S1 |
121-185 |
121-185 |
122-005 |
121-100 |
| S2 |
121-015 |
121-015 |
121-295 |
|
| S3 |
120-010 |
120-180 |
121-266 |
|
| S4 |
119-005 |
119-175 |
121-176 |
|
|
| 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 |
124-015 |
121-170 |
2-165 |
2.1% |
1-120 |
1.1% |
23% |
False |
True |
520,645 |
| 10 |
125-020 |
121-170 |
3-170 |
2.9% |
1-108 |
1.1% |
16% |
False |
True |
533,446 |
| 20 |
127-165 |
121-170 |
5-315 |
4.9% |
1-100 |
1.1% |
10% |
False |
True |
499,768 |
| 40 |
128-225 |
121-170 |
7-055 |
5.9% |
1-134 |
1.2% |
8% |
False |
True |
394,189 |
| 60 |
128-225 |
111-310 |
16-235 |
13.7% |
1-134 |
1.2% |
61% |
False |
False |
338,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-276 |
|
2.618 |
125-066 |
|
1.618 |
124-061 |
|
1.000 |
123-180 |
|
0.618 |
123-056 |
|
HIGH |
122-175 |
|
0.618 |
122-051 |
|
0.500 |
122-012 |
|
0.382 |
121-294 |
|
LOW |
121-170 |
|
0.618 |
120-289 |
|
1.000 |
120-165 |
|
1.618 |
119-284 |
|
2.618 |
118-279 |
|
4.250 |
117-069 |
|
|
| Fisher Pivots for day following 04-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122-028 |
122-232 |
| PP |
122-020 |
122-167 |
| S1 |
122-012 |
122-101 |
|