ECBOT 10 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 10-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2009 |
10-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
123-040 |
123-105 |
0-065 |
0.2% |
121-295 |
| High |
123-140 |
123-110 |
-0-030 |
-0.1% |
124-020 |
| Low |
122-195 |
122-060 |
-0-135 |
-0.3% |
121-240 |
| Close |
123-055 |
122-110 |
-0-265 |
-0.7% |
123-145 |
| Range |
0-265 |
1-050 |
0-105 |
39.6% |
2-100 |
| ATR |
1-089 |
1-086 |
-0-003 |
-0.7% |
0-000 |
| Volume |
41,438 |
19,614 |
-21,824 |
-52.7% |
595,107 |
|
| Daily Pivots for day following 10-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-030 |
125-120 |
122-314 |
|
| R3 |
124-300 |
124-070 |
122-212 |
|
| R2 |
123-250 |
123-250 |
122-178 |
|
| R1 |
123-020 |
123-020 |
122-144 |
122-270 |
| PP |
122-200 |
122-200 |
122-200 |
122-165 |
| S1 |
121-290 |
121-290 |
122-076 |
121-220 |
| S2 |
121-150 |
121-150 |
122-042 |
|
| S3 |
120-100 |
120-240 |
122-008 |
|
| S4 |
119-050 |
119-190 |
121-226 |
|
|
| 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% |
1-072 |
1.0% |
26% |
False |
False |
54,060 |
| 10 |
124-020 |
121-025 |
2-315 |
2.4% |
1-066 |
1.0% |
42% |
False |
False |
342,598 |
| 20 |
124-250 |
121-025 |
3-225 |
3.0% |
1-088 |
1.0% |
34% |
False |
False |
505,122 |
| 40 |
127-165 |
121-025 |
6-140 |
5.3% |
1-085 |
1.0% |
20% |
False |
False |
510,114 |
| 60 |
128-225 |
121-025 |
7-200 |
6.2% |
1-111 |
1.1% |
17% |
False |
False |
436,788 |
| 80 |
128-225 |
113-240 |
14-305 |
12.2% |
1-120 |
1.1% |
57% |
False |
False |
400,464 |
| 100 |
128-225 |
109-250 |
18-295 |
15.5% |
1-106 |
1.1% |
66% |
False |
False |
320,697 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-082 |
|
2.618 |
126-119 |
|
1.618 |
125-069 |
|
1.000 |
124-160 |
|
0.618 |
124-019 |
|
HIGH |
123-110 |
|
0.618 |
122-289 |
|
0.500 |
122-245 |
|
0.382 |
122-201 |
|
LOW |
122-060 |
|
0.618 |
121-151 |
|
1.000 |
121-010 |
|
1.618 |
120-101 |
|
2.618 |
119-051 |
|
4.250 |
117-088 |
|
|
| Fisher Pivots for day following 10-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122-245 |
123-040 |
| PP |
122-200 |
122-277 |
| S1 |
122-155 |
122-193 |
|