ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 19-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2009 |
19-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
122-180 |
121-210 |
-0-290 |
-0.7% |
119-290 |
| High |
122-280 |
121-230 |
-1-050 |
-0.9% |
122-120 |
| Low |
121-120 |
120-120 |
-1-000 |
-0.8% |
119-060 |
| Close |
121-250 |
120-200 |
-1-050 |
-0.9% |
120-240 |
| Range |
1-160 |
1-110 |
-0-050 |
-10.4% |
3-060 |
| ATR |
1-092 |
1-094 |
0-003 |
0.7% |
0-000 |
| Volume |
21,321 |
69,494 |
48,173 |
225.9% |
44,906 |
|
| Daily Pivots for day following 19-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-300 |
124-040 |
121-116 |
|
| R3 |
123-190 |
122-250 |
120-318 |
|
| R2 |
122-080 |
122-080 |
120-279 |
|
| R1 |
121-140 |
121-140 |
120-239 |
121-055 |
| PP |
120-290 |
120-290 |
120-290 |
120-248 |
| S1 |
120-030 |
120-030 |
120-161 |
119-265 |
| S2 |
119-180 |
119-180 |
120-121 |
|
| S3 |
118-070 |
118-240 |
120-082 |
|
| S4 |
116-280 |
117-130 |
119-284 |
|
|
| 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 |
127-138 |
|
2.618 |
125-076 |
|
1.618 |
123-286 |
|
1.000 |
123-020 |
|
0.618 |
122-176 |
|
HIGH |
121-230 |
|
0.618 |
121-066 |
|
0.500 |
121-015 |
|
0.382 |
120-284 |
|
LOW |
120-120 |
|
0.618 |
119-174 |
|
1.000 |
119-010 |
|
1.618 |
118-064 |
|
2.618 |
116-274 |
|
4.250 |
114-212 |
|
|
| Fisher Pivots for day following 19-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121-015 |
121-205 |
| PP |
120-290 |
121-097 |
| S1 |
120-245 |
120-308 |
|