ECBOT 10 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 04-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2009 |
04-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
123-085 |
123-035 |
-0-050 |
-0.1% |
123-030 |
| High |
123-130 |
123-035 |
-0-095 |
-0.2% |
123-255 |
| Low |
122-180 |
121-240 |
-0-260 |
-0.7% |
121-025 |
| Close |
122-220 |
121-305 |
-0-235 |
-0.6% |
121-225 |
| Range |
0-270 |
1-115 |
0-165 |
61.1% |
2-230 |
| ATR |
1-095 |
1-096 |
0-001 |
0.3% |
0-000 |
| Volume |
99,794 |
82,465 |
-17,329 |
-17.4% |
4,303,640 |
|
| Daily Pivots for day following 04-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-112 |
125-163 |
122-224 |
|
| R3 |
124-317 |
124-048 |
122-105 |
|
| R2 |
123-202 |
123-202 |
122-065 |
|
| R1 |
122-253 |
122-253 |
122-025 |
122-170 |
| PP |
122-087 |
122-087 |
122-087 |
122-045 |
| S1 |
121-138 |
121-138 |
121-265 |
121-055 |
| S2 |
120-292 |
120-292 |
121-225 |
|
| S3 |
119-177 |
120-023 |
121-185 |
|
| S4 |
118-062 |
118-228 |
121-066 |
|
|
| 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% |
1-049 |
0.9% |
38% |
False |
False |
492,001 |
| 10 |
124-050 |
121-025 |
3-025 |
2.5% |
1-076 |
1.0% |
28% |
False |
False |
637,694 |
| 20 |
124-250 |
121-025 |
3-225 |
3.0% |
1-070 |
1.0% |
24% |
False |
False |
602,039 |
| 40 |
127-165 |
121-025 |
6-140 |
5.3% |
1-090 |
1.1% |
14% |
False |
False |
548,592 |
| 60 |
128-225 |
121-025 |
7-200 |
6.3% |
1-118 |
1.1% |
11% |
False |
False |
463,357 |
| 80 |
128-225 |
111-310 |
16-235 |
13.7% |
1-117 |
1.1% |
60% |
False |
False |
398,388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-284 |
|
2.618 |
126-214 |
|
1.618 |
125-099 |
|
1.000 |
124-150 |
|
0.618 |
123-304 |
|
HIGH |
123-035 |
|
0.618 |
122-189 |
|
0.500 |
122-138 |
|
0.382 |
122-086 |
|
LOW |
121-240 |
|
0.618 |
120-291 |
|
1.000 |
120-125 |
|
1.618 |
119-176 |
|
2.618 |
118-061 |
|
4.250 |
115-311 |
|
|
| Fisher Pivots for day following 04-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122-138 |
122-185 |
| PP |
122-087 |
122-118 |
| S1 |
122-036 |
122-052 |
|