ECBOT 10 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 03-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2009 |
03-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
121-295 |
123-085 |
1-110 |
1.1% |
123-030 |
| High |
123-130 |
123-130 |
0-000 |
0.0% |
123-255 |
| Low |
121-295 |
122-180 |
0-205 |
0.5% |
121-025 |
| Close |
123-010 |
122-220 |
-0-110 |
-0.3% |
121-225 |
| Range |
1-155 |
0-270 |
-0-205 |
-43.2% |
2-230 |
| ATR |
1-106 |
1-095 |
-0-011 |
-2.6% |
0-000 |
| Volume |
286,061 |
99,794 |
-186,267 |
-65.1% |
4,303,640 |
|
| Daily Pivots for day following 03-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-133 |
124-287 |
123-048 |
|
| R3 |
124-183 |
124-017 |
122-294 |
|
| R2 |
123-233 |
123-233 |
122-270 |
|
| R1 |
123-067 |
123-067 |
122-245 |
123-015 |
| PP |
122-283 |
122-283 |
122-283 |
122-258 |
| S1 |
122-117 |
122-117 |
122-195 |
122-065 |
| S2 |
122-013 |
122-013 |
122-170 |
|
| S3 |
121-063 |
121-167 |
122-146 |
|
| S4 |
120-113 |
120-217 |
122-072 |
|
|
| 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 |
123-130 |
121-025 |
2-105 |
1.9% |
1-059 |
1.0% |
69% |
True |
False |
631,137 |
| 10 |
124-250 |
121-025 |
3-225 |
3.0% |
1-082 |
1.0% |
43% |
False |
False |
698,336 |
| 20 |
124-250 |
121-025 |
3-225 |
3.0% |
1-076 |
1.0% |
43% |
False |
False |
617,412 |
| 40 |
127-165 |
121-025 |
6-140 |
5.2% |
1-088 |
1.0% |
25% |
False |
False |
551,684 |
| 60 |
128-225 |
121-025 |
7-200 |
6.2% |
1-118 |
1.1% |
21% |
False |
False |
470,516 |
| 80 |
128-225 |
111-310 |
16-235 |
13.6% |
1-117 |
1.1% |
64% |
False |
False |
397,407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-318 |
|
2.618 |
125-197 |
|
1.618 |
124-247 |
|
1.000 |
124-080 |
|
0.618 |
123-297 |
|
HIGH |
123-130 |
|
0.618 |
123-027 |
|
0.500 |
122-315 |
|
0.382 |
122-283 |
|
LOW |
122-180 |
|
0.618 |
122-013 |
|
1.000 |
121-230 |
|
1.618 |
121-063 |
|
2.618 |
120-113 |
|
4.250 |
118-312 |
|
|
| Fisher Pivots for day following 03-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122-315 |
122-190 |
| PP |
122-283 |
122-160 |
| S1 |
122-252 |
122-130 |
|