ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 23-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2009 |
23-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
120-250 |
121-130 |
0-200 |
0.5% |
120-280 |
| High |
122-140 |
121-200 |
-0-260 |
-0.7% |
122-290 |
| Low |
120-230 |
120-190 |
-0-040 |
-0.1% |
120-120 |
| Close |
121-180 |
121-140 |
-0-040 |
-0.1% |
121-180 |
| Range |
1-230 |
1-010 |
-0-220 |
-40.0% |
2-170 |
| ATR |
1-106 |
1-099 |
-0-007 |
-1.6% |
0-000 |
| Volume |
35,454 |
88,635 |
53,181 |
150.0% |
131,028 |
|
| Daily Pivots for day following 23-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-100 |
123-290 |
122-002 |
|
| R3 |
123-090 |
122-280 |
121-231 |
|
| R2 |
122-080 |
122-080 |
121-200 |
|
| R1 |
121-270 |
121-270 |
121-170 |
122-015 |
| PP |
121-070 |
121-070 |
121-070 |
121-102 |
| S1 |
120-260 |
120-260 |
121-110 |
121-005 |
| S2 |
120-060 |
120-060 |
121-080 |
|
| S3 |
119-050 |
119-250 |
121-049 |
|
| S4 |
118-040 |
118-240 |
120-278 |
|
|
| Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-067 |
127-293 |
122-306 |
|
| R3 |
126-217 |
125-123 |
122-083 |
|
| R2 |
124-047 |
124-047 |
122-008 |
|
| R1 |
122-273 |
122-273 |
121-254 |
123-160 |
| PP |
121-197 |
121-197 |
121-197 |
121-300 |
| S1 |
120-103 |
120-103 |
121-106 |
120-310 |
| S2 |
119-027 |
119-027 |
121-032 |
|
| S3 |
116-177 |
117-253 |
120-277 |
|
| S4 |
114-007 |
115-083 |
120-054 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-002 |
|
2.618 |
124-104 |
|
1.618 |
123-094 |
|
1.000 |
122-210 |
|
0.618 |
122-084 |
|
HIGH |
121-200 |
|
0.618 |
121-074 |
|
0.500 |
121-035 |
|
0.382 |
120-316 |
|
LOW |
120-190 |
|
0.618 |
119-306 |
|
1.000 |
119-180 |
|
1.618 |
118-296 |
|
2.618 |
117-286 |
|
4.250 |
116-068 |
|
|
| Fisher Pivots for day following 23-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121-105 |
121-137 |
| PP |
121-070 |
121-133 |
| S1 |
121-035 |
121-130 |
|