ECBOT 10 Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 06-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2009 |
06-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
122-060 |
123-120 |
1-060 |
1.0% |
121-295 |
High |
123-230 |
124-020 |
0-110 |
0.3% |
124-020 |
Low |
121-300 |
123-020 |
1-040 |
0.9% |
121-240 |
Close |
123-145 |
123-145 |
0-000 |
0.0% |
123-145 |
Range |
1-250 |
1-000 |
-0-250 |
-43.9% |
2-100 |
ATR |
1-107 |
1-100 |
-0-008 |
-1.8% |
0-000 |
Volume |
76,068 |
50,719 |
-25,349 |
-33.3% |
595,107 |
|
Daily Pivots for day following 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-168 |
125-317 |
124-001 |
|
R3 |
125-168 |
124-317 |
123-233 |
|
R2 |
124-168 |
124-168 |
123-204 |
|
R1 |
123-317 |
123-317 |
123-174 |
124-082 |
PP |
123-168 |
123-168 |
123-168 |
123-211 |
S1 |
122-317 |
122-317 |
123-116 |
123-082 |
S2 |
122-168 |
122-168 |
123-086 |
|
S3 |
121-168 |
121-317 |
123-057 |
|
S4 |
120-168 |
120-317 |
122-289 |
|
|
Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-008 |
129-017 |
124-232 |
|
R3 |
127-228 |
126-237 |
124-028 |
|
R2 |
125-128 |
125-128 |
123-281 |
|
R1 |
124-137 |
124-137 |
123-213 |
124-292 |
PP |
123-028 |
123-028 |
123-028 |
123-106 |
S1 |
122-037 |
122-037 |
123-077 |
122-192 |
S2 |
120-248 |
120-248 |
123-009 |
|
S3 |
118-148 |
119-257 |
122-262 |
|
S4 |
116-048 |
117-157 |
122-058 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124-020 |
121-240 |
2-100 |
1.9% |
1-094 |
1.0% |
74% |
True |
False |
119,021 |
10 |
124-020 |
121-025 |
2-315 |
2.4% |
1-070 |
1.0% |
80% |
True |
False |
489,874 |
20 |
124-250 |
121-025 |
3-225 |
3.0% |
1-084 |
1.0% |
64% |
False |
False |
552,352 |
40 |
127-165 |
121-025 |
6-140 |
5.2% |
1-092 |
1.0% |
37% |
False |
False |
530,636 |
60 |
128-225 |
121-025 |
7-200 |
6.2% |
1-115 |
1.1% |
31% |
False |
False |
447,834 |
80 |
128-225 |
113-100 |
15-125 |
12.5% |
1-119 |
1.1% |
66% |
False |
False |
399,766 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-100 |
2.618 |
126-218 |
1.618 |
125-218 |
1.000 |
125-020 |
0.618 |
124-218 |
HIGH |
124-020 |
0.618 |
123-218 |
0.500 |
123-180 |
0.382 |
123-142 |
LOW |
123-020 |
0.618 |
122-142 |
1.000 |
122-020 |
1.618 |
121-142 |
2.618 |
120-142 |
4.250 |
118-260 |
|
|
Fisher Pivots for day following 06-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
123-180 |
123-087 |
PP |
123-168 |
123-028 |
S1 |
123-157 |
122-290 |
|