ECBOT 10 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 11-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2009 |
11-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
123-105 |
122-065 |
-1-040 |
-0.9% |
121-295 |
| High |
123-110 |
123-045 |
-0-065 |
-0.2% |
124-020 |
| Low |
122-060 |
121-300 |
-0-080 |
-0.2% |
121-240 |
| Close |
122-110 |
122-295 |
0-185 |
0.5% |
123-145 |
| Range |
1-050 |
1-065 |
0-015 |
4.1% |
2-100 |
| ATR |
1-086 |
1-085 |
-0-002 |
-0.4% |
0-000 |
| Volume |
19,614 |
35,531 |
15,917 |
81.2% |
595,107 |
|
| Daily Pivots for day following 11-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-088 |
125-257 |
123-187 |
|
| R3 |
125-023 |
124-192 |
123-081 |
|
| R2 |
123-278 |
123-278 |
123-046 |
|
| R1 |
123-127 |
123-127 |
123-010 |
123-202 |
| PP |
122-213 |
122-213 |
122-213 |
122-251 |
| S1 |
122-062 |
122-062 |
122-260 |
122-138 |
| S2 |
121-148 |
121-148 |
122-224 |
|
| S3 |
120-083 |
120-317 |
122-189 |
|
| S4 |
119-018 |
119-252 |
122-083 |
|
|
| 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 |
121-300 |
2-040 |
1.7% |
1-062 |
1.0% |
46% |
False |
True |
44,674 |
| 10 |
124-020 |
121-025 |
2-315 |
2.4% |
1-056 |
1.0% |
62% |
False |
False |
268,337 |
| 20 |
124-250 |
121-025 |
3-225 |
3.0% |
1-078 |
1.0% |
50% |
False |
False |
488,661 |
| 40 |
127-165 |
121-025 |
6-140 |
5.2% |
1-085 |
1.0% |
29% |
False |
False |
498,938 |
| 60 |
128-225 |
121-025 |
7-200 |
6.2% |
1-107 |
1.1% |
24% |
False |
False |
430,118 |
| 80 |
128-225 |
113-300 |
14-245 |
12.0% |
1-120 |
1.1% |
61% |
False |
False |
400,783 |
| 100 |
128-225 |
109-250 |
18-295 |
15.4% |
1-107 |
1.1% |
69% |
False |
False |
321,051 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-081 |
|
2.618 |
126-093 |
|
1.618 |
125-028 |
|
1.000 |
124-110 |
|
0.618 |
123-283 |
|
HIGH |
123-045 |
|
0.618 |
122-218 |
|
0.500 |
122-172 |
|
0.382 |
122-127 |
|
LOW |
121-300 |
|
0.618 |
121-062 |
|
1.000 |
120-235 |
|
1.618 |
119-317 |
|
2.618 |
118-252 |
|
4.250 |
116-264 |
|
|
| Fisher Pivots for day following 11-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122-254 |
122-270 |
| PP |
122-213 |
122-245 |
| S1 |
122-172 |
122-220 |
|