ECBOT 10 Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 09-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2009 |
09-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
123-120 |
123-040 |
-0-080 |
-0.2% |
121-295 |
High |
124-020 |
123-140 |
-0-200 |
-0.5% |
124-020 |
Low |
123-020 |
122-195 |
-0-145 |
-0.4% |
121-240 |
Close |
123-145 |
123-055 |
-0-090 |
-0.2% |
123-145 |
Range |
1-000 |
0-265 |
-0-055 |
-17.2% |
2-100 |
ATR |
1-100 |
1-089 |
-0-011 |
-2.5% |
0-000 |
Volume |
50,719 |
41,438 |
-9,281 |
-18.3% |
595,107 |
|
Daily Pivots for day following 09-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-178 |
125-062 |
123-201 |
|
R3 |
124-233 |
124-117 |
123-128 |
|
R2 |
123-288 |
123-288 |
123-104 |
|
R1 |
123-172 |
123-172 |
123-079 |
123-230 |
PP |
123-023 |
123-023 |
123-023 |
123-052 |
S1 |
122-227 |
122-227 |
123-031 |
122-285 |
S2 |
122-078 |
122-078 |
123-006 |
|
S3 |
121-133 |
121-282 |
122-302 |
|
S4 |
120-188 |
121-017 |
122-229 |
|
|
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% |
1-052 |
0.9% |
61% |
False |
False |
70,096 |
10 |
124-020 |
121-025 |
2-315 |
2.4% |
1-063 |
1.0% |
70% |
False |
False |
411,651 |
20 |
124-250 |
121-025 |
3-225 |
3.0% |
1-082 |
1.0% |
57% |
False |
False |
529,916 |
40 |
127-165 |
121-025 |
6-140 |
5.2% |
1-088 |
1.0% |
33% |
False |
False |
522,371 |
60 |
128-225 |
121-025 |
7-200 |
6.2% |
1-112 |
1.1% |
27% |
False |
False |
442,535 |
80 |
128-225 |
113-140 |
15-085 |
12.4% |
1-120 |
1.1% |
64% |
False |
False |
400,228 |
100 |
128-225 |
109-250 |
18-295 |
15.4% |
1-106 |
1.1% |
71% |
False |
False |
320,500 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-306 |
2.618 |
125-194 |
1.618 |
124-249 |
1.000 |
124-085 |
0.618 |
123-304 |
HIGH |
123-140 |
0.618 |
123-039 |
0.500 |
123-008 |
0.382 |
122-296 |
LOW |
122-195 |
0.618 |
122-031 |
1.000 |
121-250 |
1.618 |
121-086 |
2.618 |
120-141 |
4.250 |
119-029 |
|
|
Fisher Pivots for day following 09-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
123-039 |
123-037 |
PP |
123-023 |
123-018 |
S1 |
123-008 |
123-000 |
|