ECBOT 10 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 24-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2009 |
24-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
123-030 |
123-075 |
0-045 |
0.1% |
123-005 |
| High |
123-130 |
123-255 |
0-125 |
0.3% |
124-250 |
| Low |
122-115 |
122-230 |
0-115 |
0.3% |
122-080 |
| Close |
123-055 |
122-275 |
-0-100 |
-0.3% |
123-100 |
| Range |
1-015 |
1-025 |
0-010 |
3.0% |
2-170 |
| ATR |
1-113 |
1-106 |
-0-006 |
-1.4% |
0-000 |
| Volume |
823,669 |
710,141 |
-113,528 |
-13.8% |
2,808,165 |
|
| Daily Pivots for day following 24-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-115 |
125-220 |
123-145 |
|
| R3 |
125-090 |
124-195 |
123-050 |
|
| R2 |
124-065 |
124-065 |
123-018 |
|
| R1 |
123-170 |
123-170 |
122-307 |
123-105 |
| PP |
123-040 |
123-040 |
123-040 |
123-008 |
| S1 |
122-145 |
122-145 |
122-243 |
122-080 |
| S2 |
122-015 |
122-015 |
122-212 |
|
| S3 |
120-310 |
121-120 |
122-180 |
|
| S4 |
119-285 |
120-095 |
122-085 |
|
|
| 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% |
1-105 |
1.1% |
24% |
False |
False |
765,536 |
| 10 |
124-250 |
121-190 |
3-060 |
2.6% |
1-112 |
1.1% |
40% |
False |
False |
667,645 |
| 20 |
124-300 |
121-095 |
3-205 |
3.0% |
1-092 |
1.0% |
43% |
False |
False |
593,220 |
| 40 |
128-100 |
121-095 |
7-005 |
5.7% |
1-103 |
1.1% |
22% |
False |
False |
482,702 |
| 60 |
128-225 |
119-270 |
8-275 |
7.2% |
1-123 |
1.1% |
34% |
False |
False |
454,857 |
| 80 |
128-225 |
110-310 |
17-235 |
14.4% |
1-117 |
1.1% |
67% |
False |
False |
358,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-121 |
|
2.618 |
126-198 |
|
1.618 |
125-173 |
|
1.000 |
124-280 |
|
0.618 |
124-148 |
|
HIGH |
123-255 |
|
0.618 |
123-123 |
|
0.500 |
123-082 |
|
0.382 |
123-042 |
|
LOW |
122-230 |
|
0.618 |
122-017 |
|
1.000 |
121-205 |
|
1.618 |
120-312 |
|
2.618 |
119-287 |
|
4.250 |
118-044 |
|
|
| Fisher Pivots for day following 24-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
123-082 |
123-082 |
| PP |
123-040 |
123-040 |
| S1 |
122-318 |
122-318 |
|