ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 12-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2009 |
12-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
121-120 |
122-000 |
0-200 |
0.5% |
120-220 |
| High |
121-300 |
122-120 |
0-140 |
0.4% |
121-300 |
| Low |
121-010 |
121-200 |
0-190 |
0.5% |
119-160 |
| Close |
121-220 |
122-050 |
0-150 |
0.4% |
119-230 |
| Range |
0-290 |
0-240 |
-0-050 |
-17.2% |
2-140 |
| ATR |
1-067 |
1-057 |
-0-011 |
-2.7% |
0-000 |
| Volume |
6,860 |
18,457 |
11,597 |
169.1% |
28,364 |
|
| Daily Pivots for day following 12-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-097 |
123-313 |
122-182 |
|
| R3 |
123-177 |
123-073 |
122-116 |
|
| R2 |
122-257 |
122-257 |
122-094 |
|
| R1 |
122-153 |
122-153 |
122-072 |
122-205 |
| PP |
122-017 |
122-017 |
122-017 |
122-042 |
| S1 |
121-233 |
121-233 |
122-028 |
121-285 |
| S2 |
121-097 |
121-097 |
122-006 |
|
| S3 |
120-177 |
120-313 |
121-304 |
|
| S4 |
119-257 |
120-073 |
121-238 |
|
|
| 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 |
125-180 |
|
2.618 |
124-108 |
|
1.618 |
123-188 |
|
1.000 |
123-040 |
|
0.618 |
122-268 |
|
HIGH |
122-120 |
|
0.618 |
122-028 |
|
0.500 |
122-000 |
|
0.382 |
121-292 |
|
LOW |
121-200 |
|
0.618 |
121-052 |
|
1.000 |
120-280 |
|
1.618 |
120-132 |
|
2.618 |
119-212 |
|
4.250 |
118-140 |
|
|
| Fisher Pivots for day following 12-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122-033 |
121-248 |
| PP |
122-017 |
121-127 |
| S1 |
122-000 |
121-005 |
|