ECBOT 10 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 25-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2009 |
25-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
123-075 |
122-255 |
-0-140 |
-0.4% |
123-005 |
| High |
123-255 |
123-020 |
-0-235 |
-0.6% |
124-250 |
| Low |
122-230 |
121-175 |
-1-055 |
-1.0% |
122-080 |
| Close |
122-275 |
121-200 |
-1-075 |
-1.0% |
123-100 |
| Range |
1-025 |
1-165 |
0-140 |
40.6% |
2-170 |
| ATR |
1-106 |
1-110 |
0-004 |
1.0% |
0-000 |
| Volume |
710,141 |
778,143 |
68,002 |
9.6% |
2,808,165 |
|
| Daily Pivots for day following 25-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-200 |
125-205 |
122-147 |
|
| R3 |
125-035 |
124-040 |
122-013 |
|
| R2 |
123-190 |
123-190 |
121-289 |
|
| R1 |
122-195 |
122-195 |
121-244 |
122-110 |
| PP |
122-025 |
122-025 |
122-025 |
121-302 |
| S1 |
121-030 |
121-030 |
121-156 |
120-265 |
| S2 |
120-180 |
120-180 |
121-111 |
|
| S3 |
119-015 |
119-185 |
121-067 |
|
| S4 |
117-170 |
118-020 |
120-253 |
|
|
| 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 |
124-050 |
121-175 |
2-195 |
2.1% |
1-104 |
1.1% |
3% |
False |
True |
783,387 |
| 10 |
124-250 |
121-175 |
3-075 |
2.7% |
1-102 |
1.1% |
2% |
False |
True |
708,986 |
| 20 |
124-300 |
121-095 |
3-205 |
3.0% |
1-094 |
1.1% |
9% |
False |
False |
607,594 |
| 40 |
128-100 |
121-095 |
7-005 |
5.8% |
1-109 |
1.1% |
5% |
False |
False |
501,330 |
| 60 |
128-225 |
119-270 |
8-275 |
7.3% |
1-129 |
1.2% |
20% |
False |
False |
459,006 |
| 80 |
128-225 |
110-310 |
17-235 |
14.6% |
1-120 |
1.1% |
60% |
False |
False |
367,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-161 |
|
2.618 |
127-010 |
|
1.618 |
125-165 |
|
1.000 |
124-185 |
|
0.618 |
124-000 |
|
HIGH |
123-020 |
|
0.618 |
122-155 |
|
0.500 |
122-098 |
|
0.382 |
122-040 |
|
LOW |
121-175 |
|
0.618 |
120-195 |
|
1.000 |
120-010 |
|
1.618 |
119-030 |
|
2.618 |
117-185 |
|
4.250 |
115-034 |
|
|
| Fisher Pivots for day following 25-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122-098 |
122-215 |
| PP |
122-025 |
122-103 |
| S1 |
121-272 |
121-312 |
|