ECBOT 10 Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 26-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2009 |
26-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
122-255 |
121-260 |
-0-315 |
-0.8% |
123-005 |
High |
123-020 |
122-015 |
-1-005 |
-0.8% |
124-250 |
Low |
121-175 |
121-025 |
-0-150 |
-0.4% |
122-080 |
Close |
121-200 |
121-230 |
0-030 |
0.1% |
123-100 |
Range |
1-165 |
0-310 |
-0-175 |
-36.1% |
2-170 |
ATR |
1-110 |
1-102 |
-0-009 |
-2.0% |
0-000 |
Volume |
778,143 |
1,000,549 |
222,406 |
28.6% |
2,808,165 |
|
Daily Pivots for day following 26-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-167 |
124-028 |
122-080 |
|
R3 |
123-177 |
123-038 |
121-315 |
|
R2 |
122-187 |
122-187 |
121-287 |
|
R1 |
122-048 |
122-048 |
121-258 |
121-282 |
PP |
121-197 |
121-197 |
121-197 |
121-154 |
S1 |
121-058 |
121-058 |
121-202 |
120-292 |
S2 |
120-207 |
120-207 |
121-173 |
|
S3 |
119-217 |
120-068 |
121-145 |
|
S4 |
118-227 |
119-078 |
121-060 |
|
|
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 |
121-025 |
3-025 |
2.5% |
1-077 |
1.0% |
21% |
False |
True |
822,101 |
10 |
124-250 |
121-025 |
3-225 |
3.0% |
1-105 |
1.1% |
17% |
False |
True |
734,968 |
20 |
124-250 |
121-025 |
3-225 |
3.0% |
1-087 |
1.0% |
17% |
False |
True |
634,560 |
40 |
127-315 |
121-025 |
6-290 |
5.7% |
1-107 |
1.1% |
9% |
False |
True |
525,523 |
60 |
128-225 |
120-255 |
7-290 |
6.5% |
1-127 |
1.1% |
12% |
False |
False |
469,586 |
80 |
128-225 |
110-310 |
17-235 |
14.6% |
1-117 |
1.1% |
61% |
False |
False |
380,244 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-052 |
2.618 |
124-187 |
1.618 |
123-197 |
1.000 |
123-005 |
0.618 |
122-207 |
HIGH |
122-015 |
0.618 |
121-217 |
0.500 |
121-180 |
0.382 |
121-143 |
LOW |
121-025 |
0.618 |
120-153 |
1.000 |
120-035 |
1.618 |
119-163 |
2.618 |
118-173 |
4.250 |
116-308 |
|
|
Fisher Pivots for day following 26-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
121-213 |
122-140 |
PP |
121-197 |
122-063 |
S1 |
121-180 |
121-307 |
|