ECBOT 10 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 17-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2009 |
17-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
123-020 |
122-230 |
-0-110 |
-0.3% |
123-040 |
| High |
123-020 |
123-075 |
0-055 |
0.1% |
123-220 |
| Low |
122-210 |
122-100 |
-0-110 |
-0.3% |
121-300 |
| Close |
122-280 |
122-125 |
-0-155 |
-0.4% |
123-100 |
| Range |
0-130 |
0-295 |
0-165 |
126.9% |
1-240 |
| ATR |
1-061 |
1-055 |
-0-006 |
-1.6% |
0-000 |
| Volume |
8,055 |
5,942 |
-2,113 |
-26.2% |
161,059 |
|
| Daily Pivots for day following 17-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-132 |
124-263 |
122-287 |
|
| R3 |
124-157 |
123-288 |
122-206 |
|
| R2 |
123-182 |
123-182 |
122-179 |
|
| R1 |
122-313 |
122-313 |
122-152 |
122-260 |
| PP |
122-207 |
122-207 |
122-207 |
122-180 |
| S1 |
122-018 |
122-018 |
122-098 |
121-285 |
| S2 |
121-232 |
121-232 |
122-071 |
|
| S3 |
120-257 |
121-043 |
122-044 |
|
| S4 |
119-282 |
120-068 |
121-283 |
|
|
| 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% |
0-291 |
0.7% |
26% |
False |
False |
22,800 |
| 10 |
124-020 |
121-240 |
2-100 |
1.9% |
1-022 |
0.9% |
28% |
False |
False |
38,430 |
| 20 |
124-250 |
121-025 |
3-225 |
3.0% |
1-052 |
0.9% |
35% |
False |
False |
368,383 |
| 40 |
126-135 |
121-025 |
5-110 |
4.4% |
1-075 |
1.0% |
25% |
False |
False |
459,756 |
| 60 |
128-225 |
121-025 |
7-200 |
6.2% |
1-082 |
1.0% |
17% |
False |
False |
402,390 |
| 80 |
128-225 |
116-310 |
11-235 |
9.6% |
1-116 |
1.1% |
46% |
False |
False |
400,189 |
| 100 |
128-225 |
110-310 |
17-235 |
14.5% |
1-102 |
1.1% |
64% |
False |
False |
321,829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-049 |
|
2.618 |
125-207 |
|
1.618 |
124-232 |
|
1.000 |
124-050 |
|
0.618 |
123-257 |
|
HIGH |
123-075 |
|
0.618 |
122-282 |
|
0.500 |
122-248 |
|
0.382 |
122-213 |
|
LOW |
122-100 |
|
0.618 |
121-238 |
|
1.000 |
121-125 |
|
1.618 |
120-263 |
|
2.618 |
119-288 |
|
4.250 |
118-126 |
|
|
| Fisher Pivots for day following 17-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122-248 |
123-000 |
| PP |
122-207 |
122-255 |
| S1 |
122-166 |
122-190 |
|