ECBOT 10 Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 13-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2009 |
13-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
122-310 |
123-095 |
0-105 |
0.3% |
123-040 |
High |
123-220 |
123-220 |
0-000 |
0.0% |
123-220 |
Low |
122-300 |
122-135 |
-0-165 |
-0.4% |
121-300 |
Close |
123-040 |
123-100 |
0-060 |
0.2% |
123-100 |
Range |
0-240 |
1-085 |
0-165 |
68.8% |
1-240 |
ATR |
1-073 |
1-074 |
0-001 |
0.2% |
0-000 |
Volume |
34,378 |
30,098 |
-4,280 |
-12.4% |
161,059 |
|
Daily Pivots for day following 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-300 |
126-125 |
124-003 |
|
R3 |
125-215 |
125-040 |
123-211 |
|
R2 |
124-130 |
124-130 |
123-174 |
|
R1 |
123-275 |
123-275 |
123-137 |
124-042 |
PP |
123-045 |
123-045 |
123-045 |
123-089 |
S1 |
122-190 |
122-190 |
123-063 |
122-278 |
S2 |
121-280 |
121-280 |
123-026 |
|
S3 |
120-195 |
121-105 |
122-309 |
|
S4 |
119-110 |
120-020 |
122-197 |
|
|
Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-073 |
127-167 |
124-088 |
|
R3 |
126-153 |
125-247 |
123-254 |
|
R2 |
124-233 |
124-233 |
123-203 |
|
R1 |
124-007 |
124-007 |
123-151 |
124-120 |
PP |
122-313 |
122-313 |
122-313 |
123-050 |
S1 |
122-087 |
122-087 |
123-049 |
122-200 |
S2 |
121-073 |
121-073 |
122-317 |
|
S3 |
119-153 |
120-167 |
122-266 |
|
S4 |
117-233 |
118-247 |
122-112 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123-220 |
121-300 |
1-240 |
1.4% |
1-013 |
0.8% |
79% |
True |
False |
32,211 |
10 |
124-020 |
121-240 |
2-100 |
1.9% |
1-054 |
0.9% |
68% |
False |
False |
75,616 |
20 |
124-250 |
121-025 |
3-225 |
3.0% |
1-084 |
1.0% |
60% |
False |
False |
426,120 |
40 |
127-165 |
121-025 |
6-140 |
5.2% |
1-082 |
1.0% |
35% |
False |
False |
483,476 |
60 |
128-225 |
121-025 |
7-200 |
6.2% |
1-098 |
1.1% |
29% |
False |
False |
412,966 |
80 |
128-225 |
115-120 |
13-105 |
10.8% |
1-120 |
1.1% |
60% |
False |
False |
401,204 |
100 |
128-225 |
110-310 |
17-235 |
14.4% |
1-105 |
1.1% |
70% |
False |
False |
321,690 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-021 |
2.618 |
127-000 |
1.618 |
125-235 |
1.000 |
124-305 |
0.618 |
124-150 |
HIGH |
123-220 |
0.618 |
123-065 |
0.500 |
123-018 |
0.382 |
122-290 |
LOW |
122-135 |
0.618 |
121-205 |
1.000 |
121-050 |
1.618 |
120-120 |
2.618 |
119-035 |
4.250 |
117-014 |
|
|
Fisher Pivots for day following 13-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
123-072 |
123-047 |
PP |
123-045 |
122-313 |
S1 |
123-018 |
122-260 |
|