ECBOT 10 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 19-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2009 |
19-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
124-175 |
123-115 |
-1-060 |
-1.0% |
121-260 |
| High |
124-250 |
123-205 |
-1-045 |
-0.9% |
124-105 |
| Low |
123-080 |
122-080 |
-1-000 |
-0.8% |
121-095 |
| Close |
123-215 |
122-170 |
-1-045 |
-0.9% |
122-225 |
| Range |
1-170 |
1-125 |
-0-045 |
-9.2% |
3-010 |
| ATR |
1-112 |
1-114 |
0-002 |
0.4% |
0-000 |
| Volume |
688,889 |
806,978 |
118,089 |
17.1% |
2,849,983 |
|
| Daily Pivots for day following 19-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-313 |
126-047 |
123-095 |
|
| R3 |
125-188 |
124-242 |
122-292 |
|
| R2 |
124-063 |
124-063 |
122-252 |
|
| R1 |
123-117 |
123-117 |
122-211 |
123-028 |
| PP |
122-258 |
122-258 |
122-258 |
122-214 |
| S1 |
121-312 |
121-312 |
122-129 |
121-222 |
| S2 |
121-133 |
121-133 |
122-088 |
|
| S3 |
120-008 |
120-187 |
122-048 |
|
| S4 |
118-203 |
119-062 |
121-245 |
|
|
| 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 |
124-250 |
122-080 |
2-170 |
2.1% |
1-133 |
1.2% |
11% |
False |
True |
647,835 |
| 10 |
124-250 |
121-095 |
3-155 |
2.8% |
1-076 |
1.0% |
35% |
False |
False |
597,747 |
| 20 |
125-020 |
121-095 |
3-245 |
3.1% |
1-092 |
1.1% |
33% |
False |
False |
565,597 |
| 40 |
128-100 |
121-095 |
7-005 |
5.7% |
1-098 |
1.1% |
18% |
False |
False |
438,064 |
| 60 |
128-225 |
116-310 |
11-235 |
9.6% |
1-132 |
1.2% |
47% |
False |
False |
431,537 |
| 80 |
128-225 |
110-310 |
17-235 |
14.5% |
1-116 |
1.1% |
65% |
False |
False |
328,872 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-176 |
|
2.618 |
127-090 |
|
1.618 |
125-285 |
|
1.000 |
125-010 |
|
0.618 |
124-160 |
|
HIGH |
123-205 |
|
0.618 |
123-035 |
|
0.500 |
122-302 |
|
0.382 |
122-250 |
|
LOW |
122-080 |
|
0.618 |
121-125 |
|
1.000 |
120-275 |
|
1.618 |
120-000 |
|
2.618 |
118-195 |
|
4.250 |
116-109 |
|
|
| Fisher Pivots for day following 19-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122-302 |
123-165 |
| PP |
122-258 |
123-060 |
| S1 |
122-214 |
122-275 |
|