ECBOT 10 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 18-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2009 |
18-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
122-230 |
122-185 |
-0-045 |
-0.1% |
123-040 |
| High |
123-075 |
126-315 |
3-240 |
3.0% |
123-220 |
| Low |
122-100 |
122-110 |
0-010 |
0.0% |
121-300 |
| Close |
122-125 |
126-255 |
4-130 |
3.6% |
123-100 |
| Range |
0-295 |
4-205 |
3-230 |
403.4% |
1-240 |
| ATR |
1-055 |
1-134 |
0-079 |
21.2% |
0-000 |
| Volume |
5,942 |
7,987 |
2,045 |
34.4% |
161,059 |
|
| Daily Pivots for day following 18-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-095 |
137-220 |
129-112 |
|
| R3 |
134-210 |
133-015 |
128-023 |
|
| R2 |
130-005 |
130-005 |
127-207 |
|
| R1 |
128-130 |
128-130 |
127-071 |
129-068 |
| PP |
125-120 |
125-120 |
125-120 |
125-249 |
| S1 |
123-245 |
123-245 |
126-119 |
124-182 |
| S2 |
120-235 |
120-235 |
125-303 |
|
| S3 |
116-030 |
119-040 |
125-167 |
|
| S4 |
111-145 |
114-155 |
124-078 |
|
|
| 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 |
126-315 |
122-100 |
4-215 |
3.7% |
1-191 |
1.3% |
96% |
True |
False |
17,292 |
| 10 |
126-315 |
121-300 |
5-015 |
4.0% |
1-126 |
1.1% |
96% |
True |
False |
30,983 |
| 20 |
126-315 |
121-025 |
5-290 |
4.7% |
1-102 |
1.0% |
97% |
True |
False |
334,338 |
| 40 |
126-315 |
121-025 |
5-290 |
4.7% |
1-097 |
1.0% |
97% |
True |
False |
447,110 |
| 60 |
128-100 |
121-025 |
7-075 |
5.7% |
1-100 |
1.0% |
79% |
False |
False |
395,394 |
| 80 |
128-225 |
116-310 |
11-235 |
9.3% |
1-125 |
1.1% |
84% |
False |
False |
399,332 |
| 100 |
128-225 |
110-310 |
17-235 |
14.0% |
1-113 |
1.1% |
89% |
False |
False |
321,908 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-226 |
|
2.618 |
139-043 |
|
1.618 |
134-158 |
|
1.000 |
131-200 |
|
0.618 |
129-273 |
|
HIGH |
126-315 |
|
0.618 |
125-068 |
|
0.500 |
124-212 |
|
0.382 |
124-037 |
|
LOW |
122-110 |
|
0.618 |
119-152 |
|
1.000 |
117-225 |
|
1.618 |
114-267 |
|
2.618 |
110-062 |
|
4.250 |
102-199 |
|
|
| Fisher Pivots for day following 18-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
126-028 |
126-026 |
| PP |
125-120 |
125-117 |
| S1 |
124-212 |
124-208 |
|