ECBOT 10 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 20-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2009 |
20-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
123-115 |
122-195 |
-0-240 |
-0.6% |
123-005 |
| High |
123-205 |
124-050 |
0-165 |
0.4% |
124-250 |
| Low |
122-080 |
122-180 |
0-100 |
0.3% |
122-080 |
| Close |
122-170 |
123-100 |
0-250 |
0.6% |
123-100 |
| Range |
1-125 |
1-190 |
0-065 |
14.6% |
2-170 |
| ATR |
1-114 |
1-120 |
0-006 |
1.4% |
0-000 |
| Volume |
806,978 |
798,006 |
-8,972 |
-1.1% |
2,808,165 |
|
| Daily Pivots for day following 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-040 |
127-100 |
124-060 |
|
| R3 |
126-170 |
125-230 |
123-240 |
|
| R2 |
124-300 |
124-300 |
123-194 |
|
| R1 |
124-040 |
124-040 |
123-147 |
124-170 |
| PP |
123-110 |
123-110 |
123-110 |
123-175 |
| S1 |
122-170 |
122-170 |
123-053 |
122-300 |
| S2 |
121-240 |
121-240 |
123-006 |
|
| S3 |
120-050 |
120-300 |
122-280 |
|
| S4 |
118-180 |
119-110 |
122-140 |
|
|
| Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-013 |
129-227 |
124-226 |
|
| R3 |
128-163 |
127-057 |
124-003 |
|
| R2 |
125-313 |
125-313 |
123-248 |
|
| R1 |
124-207 |
124-207 |
123-174 |
125-100 |
| PP |
123-143 |
123-143 |
123-143 |
123-250 |
| S1 |
122-037 |
122-037 |
123-026 |
122-250 |
| S2 |
120-293 |
120-293 |
122-272 |
|
| S3 |
118-123 |
119-187 |
122-197 |
|
| S4 |
115-273 |
117-017 |
121-294 |
|
|
| 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% |
1-184 |
1.3% |
42% |
False |
False |
692,519 |
| 10 |
124-250 |
121-095 |
3-155 |
2.8% |
1-099 |
1.1% |
58% |
False |
False |
614,830 |
| 20 |
124-300 |
121-095 |
3-205 |
3.0% |
1-096 |
1.1% |
55% |
False |
False |
580,683 |
| 40 |
128-100 |
121-095 |
7-005 |
5.7% |
1-105 |
1.1% |
29% |
False |
False |
451,666 |
| 60 |
128-225 |
117-060 |
11-165 |
9.3% |
1-135 |
1.2% |
53% |
False |
False |
442,655 |
| 80 |
128-225 |
110-310 |
17-235 |
14.4% |
1-119 |
1.1% |
70% |
False |
False |
338,846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-298 |
|
2.618 |
128-105 |
|
1.618 |
126-235 |
|
1.000 |
125-240 |
|
0.618 |
125-045 |
|
HIGH |
124-050 |
|
0.618 |
123-175 |
|
0.500 |
123-115 |
|
0.382 |
123-055 |
|
LOW |
122-180 |
|
0.618 |
121-185 |
|
1.000 |
120-310 |
|
1.618 |
119-315 |
|
2.618 |
118-125 |
|
4.250 |
115-252 |
|
|
| Fisher Pivots for day following 20-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
123-115 |
123-165 |
| PP |
123-110 |
123-143 |
| S1 |
123-105 |
123-122 |
|