ECBOT 10 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 06-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2009 |
06-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
121-310 |
122-090 |
0-100 |
0.3% |
122-210 |
| High |
122-240 |
122-185 |
-0-055 |
-0.1% |
123-295 |
| Low |
121-280 |
121-185 |
-0-095 |
-0.2% |
121-170 |
| Close |
122-120 |
121-265 |
-0-175 |
-0.4% |
121-265 |
| Range |
0-280 |
1-000 |
0-040 |
14.3% |
2-125 |
| ATR |
1-112 |
1-104 |
-0-008 |
-1.9% |
0-000 |
| Volume |
627,179 |
490,156 |
-137,023 |
-21.8% |
2,557,180 |
|
| Daily Pivots for day following 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-318 |
124-132 |
122-121 |
|
| R3 |
123-318 |
123-132 |
122-033 |
|
| R2 |
122-318 |
122-318 |
122-004 |
|
| R1 |
122-132 |
122-132 |
121-294 |
122-065 |
| PP |
121-318 |
121-318 |
121-318 |
121-285 |
| S1 |
121-132 |
121-132 |
121-236 |
121-065 |
| S2 |
120-318 |
120-318 |
121-206 |
|
| S3 |
119-318 |
120-132 |
121-177 |
|
| S4 |
118-318 |
119-132 |
121-089 |
|
|
| Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-192 |
128-033 |
123-046 |
|
| R3 |
127-067 |
125-228 |
122-155 |
|
| R2 |
124-262 |
124-262 |
122-085 |
|
| R1 |
123-103 |
123-103 |
122-015 |
122-280 |
| PP |
122-137 |
122-137 |
122-137 |
122-065 |
| S1 |
120-298 |
120-298 |
121-195 |
120-155 |
| S2 |
120-012 |
120-012 |
121-125 |
|
| S3 |
117-207 |
118-173 |
121-055 |
|
| S4 |
115-082 |
116-048 |
120-164 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-295 |
121-170 |
2-125 |
2.0% |
1-059 |
1.0% |
12% |
False |
False |
511,436 |
| 10 |
124-300 |
121-170 |
3-130 |
2.8% |
1-078 |
1.0% |
9% |
False |
False |
527,073 |
| 20 |
127-165 |
121-170 |
5-315 |
4.9% |
1-093 |
1.1% |
5% |
False |
False |
514,826 |
| 40 |
128-225 |
121-170 |
7-055 |
5.9% |
1-127 |
1.1% |
4% |
False |
False |
398,844 |
| 60 |
128-225 |
113-140 |
15-085 |
12.5% |
1-133 |
1.2% |
55% |
False |
False |
356,999 |
| 80 |
128-225 |
109-250 |
18-295 |
15.5% |
1-112 |
1.1% |
64% |
False |
False |
268,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-265 |
|
2.618 |
125-063 |
|
1.618 |
124-063 |
|
1.000 |
123-185 |
|
0.618 |
123-063 |
|
HIGH |
122-185 |
|
0.618 |
122-063 |
|
0.500 |
122-025 |
|
0.382 |
121-307 |
|
LOW |
121-185 |
|
0.618 |
120-307 |
|
1.000 |
120-185 |
|
1.618 |
119-307 |
|
2.618 |
118-307 |
|
4.250 |
117-105 |
|
|
| Fisher Pivots for day following 06-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122-025 |
122-045 |
| PP |
121-318 |
122-012 |
| S1 |
121-292 |
121-298 |
|