ECBOT 10 Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 13-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2009 |
13-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
123-220 |
123-205 |
-0-015 |
0.0% |
121-260 |
High |
124-105 |
123-270 |
-0-155 |
-0.4% |
124-105 |
Low |
123-170 |
122-170 |
-1-000 |
-0.8% |
121-095 |
Close |
124-050 |
122-225 |
-1-145 |
-1.2% |
122-225 |
Range |
0-255 |
1-100 |
0-165 |
64.7% |
3-010 |
ATR |
1-082 |
1-090 |
0-008 |
2.1% |
0-000 |
Volume |
574,587 |
654,431 |
79,844 |
13.9% |
2,849,983 |
|
Daily Pivots for day following 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-308 |
126-047 |
123-136 |
|
R3 |
125-208 |
124-267 |
123-020 |
|
R2 |
124-108 |
124-108 |
122-302 |
|
R1 |
123-167 |
123-167 |
122-264 |
123-088 |
PP |
123-008 |
123-008 |
123-008 |
122-289 |
S1 |
122-067 |
122-067 |
122-186 |
121-308 |
S2 |
121-228 |
121-228 |
122-148 |
|
S3 |
120-128 |
120-287 |
122-110 |
|
S4 |
119-028 |
119-187 |
121-314 |
|
|
Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-278 |
130-102 |
124-118 |
|
R3 |
128-268 |
127-092 |
123-172 |
|
R2 |
125-258 |
125-258 |
123-083 |
|
R1 |
124-082 |
124-082 |
122-314 |
125-010 |
PP |
122-248 |
122-248 |
122-248 |
123-052 |
S1 |
121-072 |
121-072 |
122-136 |
122-000 |
S2 |
119-238 |
119-238 |
122-047 |
|
S3 |
116-228 |
118-062 |
121-278 |
|
S4 |
113-218 |
115-052 |
121-012 |
|
|
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 |
2.5% |
1-034 |
0.9% |
46% |
False |
False |
569,996 |
10 |
124-105 |
121-095 |
3-010 |
2.5% |
1-046 |
0.9% |
46% |
False |
False |
540,716 |
20 |
126-280 |
121-095 |
5-185 |
4.5% |
1-089 |
1.0% |
25% |
False |
False |
548,140 |
40 |
128-225 |
121-095 |
7-130 |
6.0% |
1-095 |
1.1% |
19% |
False |
False |
415,817 |
60 |
128-225 |
116-050 |
12-175 |
10.2% |
1-133 |
1.2% |
52% |
False |
False |
403,305 |
80 |
128-225 |
110-310 |
17-235 |
14.5% |
1-111 |
1.1% |
66% |
False |
False |
303,762 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-135 |
2.618 |
127-090 |
1.618 |
125-310 |
1.000 |
125-050 |
0.618 |
124-210 |
HIGH |
123-270 |
0.618 |
123-110 |
0.500 |
123-060 |
0.382 |
123-010 |
LOW |
122-170 |
0.618 |
121-230 |
1.000 |
121-070 |
1.618 |
120-130 |
2.618 |
119-030 |
4.250 |
116-305 |
|
|
Fisher Pivots for day following 13-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
123-060 |
123-138 |
PP |
123-008 |
123-060 |
S1 |
122-277 |
122-302 |
|