ECBOT 10 Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 16-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2009 |
16-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
123-095 |
123-020 |
-0-075 |
-0.2% |
123-040 |
High |
123-220 |
123-020 |
-0-200 |
-0.5% |
123-220 |
Low |
122-135 |
122-210 |
0-075 |
0.2% |
121-300 |
Close |
123-100 |
122-280 |
-0-140 |
-0.4% |
123-100 |
Range |
1-085 |
0-130 |
-0-275 |
-67.9% |
1-240 |
ATR |
1-074 |
1-061 |
-0-013 |
-3.3% |
0-000 |
Volume |
30,098 |
8,055 |
-22,043 |
-73.2% |
161,059 |
|
Daily Pivots for day following 16-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-027 |
123-283 |
123-032 |
|
R3 |
123-217 |
123-153 |
122-316 |
|
R2 |
123-087 |
123-087 |
122-304 |
|
R1 |
123-023 |
123-023 |
122-292 |
122-310 |
PP |
122-277 |
122-277 |
122-277 |
122-260 |
S1 |
122-213 |
122-213 |
122-268 |
122-180 |
S2 |
122-147 |
122-147 |
122-256 |
|
S3 |
122-017 |
122-083 |
122-244 |
|
S4 |
121-207 |
121-273 |
122-208 |
|
|
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% |
0-306 |
0.8% |
54% |
False |
False |
25,535 |
10 |
124-020 |
121-240 |
2-100 |
1.9% |
1-019 |
0.9% |
49% |
False |
False |
47,816 |
20 |
124-250 |
121-025 |
3-225 |
3.0% |
1-070 |
1.0% |
49% |
False |
False |
393,801 |
40 |
126-280 |
121-025 |
5-255 |
4.7% |
1-079 |
1.0% |
31% |
False |
False |
470,970 |
60 |
128-225 |
121-025 |
7-200 |
6.2% |
1-087 |
1.0% |
24% |
False |
False |
408,479 |
80 |
128-225 |
116-050 |
12-175 |
10.2% |
1-117 |
1.1% |
54% |
False |
False |
400,929 |
100 |
128-225 |
110-310 |
17-235 |
14.4% |
1-102 |
1.1% |
67% |
False |
False |
321,770 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-252 |
2.618 |
124-040 |
1.618 |
123-230 |
1.000 |
123-150 |
0.618 |
123-100 |
HIGH |
123-020 |
0.618 |
122-290 |
0.500 |
122-275 |
0.382 |
122-260 |
LOW |
122-210 |
0.618 |
122-130 |
1.000 |
122-080 |
1.618 |
122-000 |
2.618 |
121-190 |
4.250 |
120-298 |
|
|
Fisher Pivots for day following 16-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
122-278 |
123-018 |
PP |
122-277 |
122-318 |
S1 |
122-275 |
122-299 |
|