ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 11-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2009 |
11-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
119-260 |
121-120 |
1-180 |
1.3% |
120-220 |
| High |
121-090 |
121-300 |
0-210 |
0.5% |
121-300 |
| Low |
119-210 |
121-010 |
1-120 |
1.1% |
119-160 |
| Close |
121-000 |
121-220 |
0-220 |
0.6% |
119-230 |
| Range |
1-200 |
0-290 |
-0-230 |
-44.2% |
2-140 |
| ATR |
1-074 |
1-067 |
-0-007 |
-1.7% |
0-000 |
| Volume |
6,609 |
6,860 |
251 |
3.8% |
28,364 |
|
| Daily Pivots for day following 11-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-087 |
123-283 |
122-060 |
|
| R3 |
123-117 |
122-313 |
121-300 |
|
| R2 |
122-147 |
122-147 |
121-273 |
|
| R1 |
122-023 |
122-023 |
121-247 |
122-085 |
| PP |
121-177 |
121-177 |
121-177 |
121-208 |
| S1 |
121-053 |
121-053 |
121-193 |
121-115 |
| S2 |
120-207 |
120-207 |
121-167 |
|
| S3 |
119-237 |
120-083 |
121-140 |
|
| S4 |
118-267 |
119-113 |
121-060 |
|
|
| 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 |
125-252 |
|
2.618 |
124-099 |
|
1.618 |
123-129 |
|
1.000 |
122-270 |
|
0.618 |
122-159 |
|
HIGH |
121-300 |
|
0.618 |
121-189 |
|
0.500 |
121-155 |
|
0.382 |
121-121 |
|
LOW |
121-010 |
|
0.618 |
120-151 |
|
1.000 |
120-040 |
|
1.618 |
119-181 |
|
2.618 |
118-211 |
|
4.250 |
117-058 |
|
|
| Fisher Pivots for day following 11-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121-198 |
121-100 |
| PP |
121-177 |
120-300 |
| S1 |
121-155 |
120-180 |
|