ECBOT 10 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 09-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2009 |
09-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
122-090 |
121-260 |
-0-150 |
-0.4% |
122-210 |
| High |
122-185 |
122-010 |
-0-175 |
-0.4% |
123-295 |
| Low |
121-185 |
121-095 |
-0-090 |
-0.2% |
121-170 |
| Close |
121-265 |
121-180 |
-0-085 |
-0.2% |
121-265 |
| Range |
1-000 |
0-235 |
-0-085 |
-26.6% |
2-125 |
| ATR |
1-104 |
1-091 |
-0-014 |
-3.2% |
0-000 |
| Volume |
490,156 |
515,504 |
25,348 |
5.2% |
2,557,180 |
|
| Daily Pivots for day following 09-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-267 |
123-138 |
121-309 |
|
| R3 |
123-032 |
122-223 |
121-245 |
|
| R2 |
122-117 |
122-117 |
121-223 |
|
| R1 |
121-308 |
121-308 |
121-202 |
121-255 |
| PP |
121-202 |
121-202 |
121-202 |
121-175 |
| S1 |
121-073 |
121-073 |
121-158 |
121-020 |
| S2 |
120-287 |
120-287 |
121-137 |
|
| S3 |
120-052 |
120-158 |
121-115 |
|
| S4 |
119-137 |
119-243 |
121-051 |
|
|
| 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 |
123-265 |
121-095 |
2-170 |
2.1% |
1-022 |
0.9% |
10% |
False |
True |
503,223 |
| 10 |
124-300 |
121-095 |
3-205 |
3.0% |
1-072 |
1.0% |
7% |
False |
True |
518,795 |
| 20 |
127-165 |
121-095 |
6-070 |
5.1% |
1-082 |
1.0% |
4% |
False |
True |
515,107 |
| 40 |
128-225 |
121-095 |
7-130 |
6.1% |
1-122 |
1.1% |
4% |
False |
True |
402,621 |
| 60 |
128-225 |
113-240 |
14-305 |
12.3% |
1-130 |
1.2% |
52% |
False |
False |
365,578 |
| 80 |
128-225 |
109-250 |
18-295 |
15.6% |
1-111 |
1.1% |
62% |
False |
False |
274,590 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-049 |
|
2.618 |
123-305 |
|
1.618 |
123-070 |
|
1.000 |
122-245 |
|
0.618 |
122-155 |
|
HIGH |
122-010 |
|
0.618 |
121-240 |
|
0.500 |
121-212 |
|
0.382 |
121-185 |
|
LOW |
121-095 |
|
0.618 |
120-270 |
|
1.000 |
120-180 |
|
1.618 |
120-035 |
|
2.618 |
119-120 |
|
4.250 |
118-056 |
|
|
| Fisher Pivots for day following 09-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121-212 |
122-008 |
| PP |
121-202 |
121-278 |
| S1 |
121-191 |
121-229 |
|