ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 09-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2009 |
09-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
120-120 |
119-290 |
-0-150 |
-0.4% |
120-220 |
| High |
120-140 |
120-000 |
-0-140 |
-0.4% |
121-300 |
| Low |
119-160 |
119-060 |
-0-100 |
-0.3% |
119-160 |
| Close |
119-230 |
119-140 |
-0-090 |
-0.2% |
119-230 |
| Range |
0-300 |
0-260 |
-0-040 |
-13.3% |
2-140 |
| ATR |
1-068 |
1-059 |
-0-009 |
-2.4% |
0-000 |
| Volume |
8,744 |
3,787 |
-4,957 |
-56.7% |
28,364 |
|
| Daily Pivots for day following 09-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-313 |
121-167 |
119-283 |
|
| R3 |
121-053 |
120-227 |
119-212 |
|
| R2 |
120-113 |
120-113 |
119-188 |
|
| R1 |
119-287 |
119-287 |
119-164 |
119-230 |
| PP |
119-173 |
119-173 |
119-173 |
119-145 |
| S1 |
119-027 |
119-027 |
119-116 |
118-290 |
| S2 |
118-233 |
118-233 |
119-092 |
|
| S3 |
117-293 |
118-087 |
119-068 |
|
| S4 |
117-033 |
117-147 |
118-317 |
|
|
| Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-223 |
126-047 |
121-019 |
|
| R3 |
125-083 |
123-227 |
120-124 |
|
| R2 |
122-263 |
122-263 |
120-053 |
|
| R1 |
121-087 |
121-087 |
119-302 |
120-265 |
| PP |
120-123 |
120-123 |
120-123 |
120-052 |
| S1 |
118-267 |
118-267 |
119-158 |
118-125 |
| S2 |
117-303 |
117-303 |
119-087 |
|
| S3 |
115-163 |
116-127 |
119-016 |
|
| S4 |
113-023 |
113-307 |
118-121 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-145 |
|
2.618 |
122-041 |
|
1.618 |
121-101 |
|
1.000 |
120-260 |
|
0.618 |
120-161 |
|
HIGH |
120-000 |
|
0.618 |
119-221 |
|
0.500 |
119-190 |
|
0.382 |
119-159 |
|
LOW |
119-060 |
|
0.618 |
118-219 |
|
1.000 |
118-120 |
|
1.618 |
117-279 |
|
2.618 |
117-019 |
|
4.250 |
115-235 |
|
|
| Fisher Pivots for day following 09-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-190 |
119-295 |
| PP |
119-173 |
119-243 |
| S1 |
119-157 |
119-192 |
|