ECBOT 10 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 12-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2009 |
12-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
123-080 |
123-220 |
0-140 |
0.4% |
122-210 |
| High |
123-300 |
124-105 |
0-125 |
0.3% |
123-295 |
| Low |
123-025 |
123-170 |
0-145 |
0.4% |
121-170 |
| Close |
123-215 |
124-050 |
0-155 |
0.4% |
121-265 |
| Range |
0-275 |
0-255 |
-0-020 |
-7.3% |
2-125 |
| ATR |
1-093 |
1-082 |
-0-011 |
-2.7% |
0-000 |
| Volume |
740,724 |
574,587 |
-166,137 |
-22.4% |
2,557,180 |
|
| Daily Pivots for day following 12-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-127 |
126-023 |
124-190 |
|
| R3 |
125-192 |
125-088 |
124-120 |
|
| R2 |
124-257 |
124-257 |
124-097 |
|
| R1 |
124-153 |
124-153 |
124-073 |
124-205 |
| PP |
124-002 |
124-002 |
124-002 |
124-028 |
| S1 |
123-218 |
123-218 |
124-027 |
123-270 |
| S2 |
123-067 |
123-067 |
124-003 |
|
| S3 |
122-132 |
122-283 |
123-300 |
|
| S4 |
121-197 |
122-028 |
123-230 |
|
|
| 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 |
124-105 |
121-095 |
3-010 |
2.4% |
1-014 |
0.8% |
94% |
True |
False |
537,141 |
| 10 |
124-105 |
121-095 |
3-010 |
2.4% |
1-040 |
0.9% |
94% |
True |
False |
534,051 |
| 20 |
127-165 |
121-095 |
6-070 |
5.0% |
1-081 |
1.0% |
46% |
False |
False |
540,831 |
| 40 |
128-225 |
121-095 |
7-130 |
6.0% |
1-104 |
1.1% |
39% |
False |
False |
406,389 |
| 60 |
128-225 |
115-120 |
13-105 |
10.7% |
1-131 |
1.1% |
66% |
False |
False |
392,898 |
| 80 |
128-225 |
110-310 |
17-235 |
14.3% |
1-110 |
1.1% |
74% |
False |
False |
295,582 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-229 |
|
2.618 |
126-133 |
|
1.618 |
125-198 |
|
1.000 |
125-040 |
|
0.618 |
124-263 |
|
HIGH |
124-105 |
|
0.618 |
124-008 |
|
0.500 |
123-298 |
|
0.382 |
123-267 |
|
LOW |
123-170 |
|
0.618 |
123-012 |
|
1.000 |
122-235 |
|
1.618 |
122-077 |
|
2.618 |
121-142 |
|
4.250 |
120-046 |
|
|
| Fisher Pivots for day following 12-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
124-026 |
123-242 |
| PP |
124-002 |
123-115 |
| S1 |
123-298 |
122-308 |
|