ECBOT 10 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 02-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2009 |
02-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
121-215 |
121-295 |
0-080 |
0.2% |
123-030 |
| High |
122-165 |
123-130 |
0-285 |
0.7% |
123-255 |
| Low |
121-130 |
121-295 |
0-165 |
0.4% |
121-025 |
| Close |
121-225 |
123-010 |
1-105 |
1.1% |
121-225 |
| Range |
1-035 |
1-155 |
0-120 |
33.8% |
2-230 |
| ATR |
1-097 |
1-106 |
0-009 |
2.2% |
0-000 |
| Volume |
991,138 |
286,061 |
-705,077 |
-71.1% |
4,303,640 |
|
| Daily Pivots for day following 02-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-077 |
126-198 |
123-271 |
|
| R3 |
125-242 |
125-043 |
123-141 |
|
| R2 |
124-087 |
124-087 |
123-097 |
|
| R1 |
123-208 |
123-208 |
123-054 |
123-308 |
| PP |
122-252 |
122-252 |
122-252 |
122-301 |
| S1 |
122-053 |
122-053 |
122-286 |
122-152 |
| S2 |
121-097 |
121-097 |
122-243 |
|
| S3 |
119-262 |
120-218 |
122-199 |
|
| S4 |
118-107 |
119-063 |
122-069 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-112 |
128-238 |
123-064 |
|
| R3 |
127-202 |
126-008 |
122-144 |
|
| R2 |
124-292 |
124-292 |
122-064 |
|
| R1 |
123-098 |
123-098 |
121-305 |
122-240 |
| PP |
122-062 |
122-062 |
122-062 |
121-292 |
| S1 |
120-188 |
120-188 |
121-145 |
120-010 |
| S2 |
119-152 |
119-152 |
121-066 |
|
| S3 |
116-242 |
117-278 |
120-306 |
|
| S4 |
114-012 |
115-048 |
120-066 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-255 |
121-025 |
2-230 |
2.2% |
1-074 |
1.0% |
72% |
False |
False |
753,206 |
| 10 |
124-250 |
121-025 |
3-225 |
3.0% |
1-120 |
1.1% |
53% |
False |
False |
739,786 |
| 20 |
124-250 |
121-025 |
3-225 |
3.0% |
1-084 |
1.0% |
53% |
False |
False |
640,251 |
| 40 |
127-165 |
121-025 |
6-140 |
5.2% |
1-102 |
1.1% |
30% |
False |
False |
552,073 |
| 60 |
128-225 |
121-025 |
7-200 |
6.2% |
1-121 |
1.1% |
26% |
False |
False |
477,530 |
| 80 |
128-225 |
111-310 |
16-235 |
13.6% |
1-117 |
1.1% |
66% |
False |
False |
396,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-229 |
|
2.618 |
127-094 |
|
1.618 |
125-259 |
|
1.000 |
124-285 |
|
0.618 |
124-104 |
|
HIGH |
123-130 |
|
0.618 |
122-269 |
|
0.500 |
122-212 |
|
0.382 |
122-156 |
|
LOW |
121-295 |
|
0.618 |
121-001 |
|
1.000 |
120-140 |
|
1.618 |
119-166 |
|
2.618 |
118-011 |
|
4.250 |
115-196 |
|
|
| Fisher Pivots for day following 02-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122-291 |
122-246 |
| PP |
122-252 |
122-162 |
| S1 |
122-212 |
122-078 |
|