ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 18-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2009 |
18-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
120-280 |
122-180 |
1-220 |
1.4% |
119-290 |
| High |
122-290 |
122-280 |
-0-010 |
0.0% |
122-120 |
| Low |
120-250 |
121-120 |
0-190 |
0.5% |
119-060 |
| Close |
122-180 |
121-250 |
-0-250 |
-0.6% |
120-240 |
| Range |
2-040 |
1-160 |
-0-200 |
-29.4% |
3-060 |
| ATR |
1-087 |
1-092 |
0-005 |
1.3% |
0-000 |
| Volume |
4,759 |
21,321 |
16,562 |
348.0% |
44,906 |
|
| Daily Pivots for day following 18-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-163 |
125-207 |
122-194 |
|
| R3 |
125-003 |
124-047 |
122-062 |
|
| R2 |
123-163 |
123-163 |
122-018 |
|
| R1 |
122-207 |
122-207 |
121-294 |
122-105 |
| PP |
122-003 |
122-003 |
122-003 |
121-272 |
| S1 |
121-047 |
121-047 |
121-206 |
120-265 |
| S2 |
120-163 |
120-163 |
121-162 |
|
| S3 |
119-003 |
119-207 |
121-118 |
|
| S4 |
117-163 |
118-047 |
120-306 |
|
|
| Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-107 |
128-233 |
122-161 |
|
| R3 |
127-047 |
125-173 |
121-200 |
|
| R2 |
123-307 |
123-307 |
121-107 |
|
| R1 |
122-113 |
122-113 |
121-014 |
123-050 |
| PP |
120-247 |
120-247 |
120-247 |
121-055 |
| S1 |
119-053 |
119-053 |
120-146 |
119-310 |
| S2 |
117-187 |
117-187 |
120-053 |
|
| S3 |
114-127 |
115-313 |
119-280 |
|
| S4 |
111-067 |
112-253 |
118-319 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-080 |
|
2.618 |
126-257 |
|
1.618 |
125-097 |
|
1.000 |
124-120 |
|
0.618 |
123-257 |
|
HIGH |
122-280 |
|
0.618 |
122-097 |
|
0.500 |
122-040 |
|
0.382 |
121-303 |
|
LOW |
121-120 |
|
0.618 |
120-143 |
|
1.000 |
119-280 |
|
1.618 |
118-303 |
|
2.618 |
117-143 |
|
4.250 |
115-000 |
|
|
| Fisher Pivots for day following 18-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122-040 |
121-248 |
| PP |
122-003 |
121-247 |
| S1 |
121-287 |
121-245 |
|