ECBOT 10 Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 19-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2009 |
19-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
122-185 |
126-090 |
3-225 |
3.0% |
123-040 |
High |
126-315 |
127-015 |
0-020 |
0.0% |
123-220 |
Low |
122-110 |
125-305 |
3-195 |
3.0% |
121-300 |
Close |
126-255 |
126-000 |
-0-255 |
-0.6% |
123-100 |
Range |
4-205 |
1-030 |
-3-175 |
-76.4% |
1-240 |
ATR |
1-134 |
1-127 |
-0-007 |
-1.6% |
0-000 |
Volume |
7,987 |
4,163 |
-3,824 |
-47.9% |
161,059 |
|
Daily Pivots for day following 19-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-197 |
128-288 |
126-192 |
|
R3 |
128-167 |
127-258 |
126-096 |
|
R2 |
127-137 |
127-137 |
126-064 |
|
R1 |
126-228 |
126-228 |
126-032 |
126-168 |
PP |
126-107 |
126-107 |
126-107 |
126-076 |
S1 |
125-198 |
125-198 |
125-288 |
125-138 |
S2 |
125-077 |
125-077 |
125-256 |
|
S3 |
124-047 |
124-168 |
125-224 |
|
S4 |
123-017 |
123-138 |
125-128 |
|
|
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 |
127-015 |
122-100 |
4-235 |
3.8% |
1-213 |
1.3% |
78% |
True |
False |
11,249 |
10 |
127-015 |
121-300 |
5-035 |
4.1% |
1-104 |
1.1% |
80% |
True |
False |
23,792 |
20 |
127-015 |
121-025 |
5-310 |
4.7% |
1-097 |
1.0% |
82% |
True |
False |
294,197 |
40 |
127-015 |
121-025 |
5-310 |
4.7% |
1-094 |
1.0% |
82% |
True |
False |
429,897 |
60 |
128-100 |
121-025 |
7-075 |
5.7% |
1-098 |
1.0% |
68% |
False |
False |
390,108 |
80 |
128-225 |
116-310 |
11-235 |
9.3% |
1-123 |
1.1% |
77% |
False |
False |
397,202 |
100 |
128-225 |
110-310 |
17-235 |
14.1% |
1-112 |
1.1% |
85% |
False |
False |
321,937 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
131-222 |
2.618 |
129-291 |
1.618 |
128-261 |
1.000 |
128-045 |
0.618 |
127-231 |
HIGH |
127-015 |
0.618 |
126-201 |
0.500 |
126-160 |
0.382 |
126-119 |
LOW |
125-305 |
0.618 |
125-089 |
1.000 |
124-275 |
1.618 |
124-059 |
2.618 |
123-029 |
4.250 |
121-098 |
|
|
Fisher Pivots for day following 19-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
126-160 |
125-179 |
PP |
126-107 |
125-038 |
S1 |
126-053 |
124-218 |
|