ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 24-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2009 |
24-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
121-130 |
121-150 |
0-020 |
0.1% |
120-280 |
| High |
121-200 |
122-000 |
0-120 |
0.3% |
122-290 |
| Low |
120-190 |
120-290 |
0-100 |
0.3% |
120-120 |
| Close |
121-140 |
121-020 |
-0-120 |
-0.3% |
121-180 |
| Range |
1-010 |
1-030 |
0-020 |
6.1% |
2-170 |
| ATR |
1-099 |
1-094 |
-0-005 |
-1.2% |
0-000 |
| Volume |
88,635 |
166,707 |
78,072 |
88.1% |
131,028 |
|
| Daily Pivots for day following 24-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-193 |
123-297 |
121-212 |
|
| R3 |
123-163 |
122-267 |
121-116 |
|
| R2 |
122-133 |
122-133 |
121-084 |
|
| R1 |
121-237 |
121-237 |
121-052 |
121-170 |
| PP |
121-103 |
121-103 |
121-103 |
121-070 |
| S1 |
120-207 |
120-207 |
120-308 |
120-140 |
| S2 |
120-073 |
120-073 |
120-276 |
|
| S3 |
119-043 |
119-177 |
120-244 |
|
| S4 |
118-013 |
118-147 |
120-148 |
|
|
| 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 |
126-208 |
|
2.618 |
124-276 |
|
1.618 |
123-246 |
|
1.000 |
123-030 |
|
0.618 |
122-216 |
|
HIGH |
122-000 |
|
0.618 |
121-186 |
|
0.500 |
121-145 |
|
0.382 |
121-104 |
|
LOW |
120-290 |
|
0.618 |
120-074 |
|
1.000 |
119-260 |
|
1.618 |
119-044 |
|
2.618 |
118-014 |
|
4.250 |
116-082 |
|
|
| Fisher Pivots for day following 24-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121-145 |
121-165 |
| PP |
121-103 |
121-117 |
| S1 |
121-062 |
121-068 |
|