ECBOT 10 Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 12-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2009 |
12-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
122-065 |
122-310 |
0-245 |
0.6% |
121-295 |
High |
123-045 |
123-220 |
0-175 |
0.4% |
124-020 |
Low |
121-300 |
122-300 |
1-000 |
0.8% |
121-240 |
Close |
122-295 |
123-040 |
0-065 |
0.2% |
123-145 |
Range |
1-065 |
0-240 |
-0-145 |
-37.7% |
2-100 |
ATR |
1-085 |
1-073 |
-0-011 |
-2.8% |
0-000 |
Volume |
35,531 |
34,378 |
-1,153 |
-3.2% |
595,107 |
|
Daily Pivots for day following 12-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-160 |
125-020 |
123-172 |
|
R3 |
124-240 |
124-100 |
123-106 |
|
R2 |
124-000 |
124-000 |
123-084 |
|
R1 |
123-180 |
123-180 |
123-062 |
123-250 |
PP |
123-080 |
123-080 |
123-080 |
123-115 |
S1 |
122-260 |
122-260 |
123-018 |
123-010 |
S2 |
122-160 |
122-160 |
122-316 |
|
S3 |
121-240 |
122-020 |
122-294 |
|
S4 |
121-000 |
121-100 |
122-228 |
|
|
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% |
0-316 |
0.8% |
56% |
False |
False |
36,336 |
10 |
124-020 |
121-130 |
2-210 |
2.2% |
1-048 |
0.9% |
65% |
False |
False |
171,720 |
20 |
124-250 |
121-025 |
3-225 |
3.0% |
1-077 |
1.0% |
55% |
False |
False |
453,344 |
40 |
127-165 |
121-025 |
6-140 |
5.2% |
1-086 |
1.0% |
32% |
False |
False |
491,886 |
60 |
128-225 |
121-025 |
7-200 |
6.2% |
1-097 |
1.1% |
27% |
False |
False |
421,727 |
80 |
128-225 |
114-260 |
13-285 |
11.3% |
1-117 |
1.1% |
60% |
False |
False |
400,936 |
100 |
128-225 |
110-020 |
18-205 |
15.1% |
1-106 |
1.1% |
70% |
False |
False |
321,389 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-280 |
2.618 |
125-208 |
1.618 |
124-288 |
1.000 |
124-140 |
0.618 |
124-048 |
HIGH |
123-220 |
0.618 |
123-128 |
0.500 |
123-100 |
0.382 |
123-072 |
LOW |
122-300 |
0.618 |
122-152 |
1.000 |
122-060 |
1.618 |
121-232 |
2.618 |
120-312 |
4.250 |
119-240 |
|
|
Fisher Pivots for day following 12-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
123-100 |
123-007 |
PP |
123-080 |
122-293 |
S1 |
123-060 |
122-260 |
|