ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 25-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2009 |
25-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
121-150 |
121-000 |
-0-150 |
-0.4% |
120-280 |
| High |
122-000 |
121-080 |
-0-240 |
-0.6% |
122-290 |
| Low |
120-290 |
119-240 |
-1-050 |
-1.0% |
120-120 |
| Close |
121-020 |
119-260 |
-1-080 |
-1.0% |
121-180 |
| Range |
1-030 |
1-160 |
0-130 |
37.1% |
2-170 |
| ATR |
1-094 |
1-099 |
0-005 |
1.1% |
0-000 |
| Volume |
166,707 |
246,611 |
79,904 |
47.9% |
131,028 |
|
| Daily Pivots for day following 25-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-247 |
123-253 |
120-204 |
|
| R3 |
123-087 |
122-093 |
120-072 |
|
| R2 |
121-247 |
121-247 |
120-028 |
|
| R1 |
120-253 |
120-253 |
119-304 |
120-170 |
| PP |
120-087 |
120-087 |
120-087 |
120-045 |
| S1 |
119-093 |
119-093 |
119-216 |
119-010 |
| S2 |
118-247 |
118-247 |
119-172 |
|
| S3 |
117-087 |
117-253 |
119-128 |
|
| S4 |
115-247 |
116-093 |
118-316 |
|
|
| 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 |
127-200 |
|
2.618 |
125-057 |
|
1.618 |
123-217 |
|
1.000 |
122-240 |
|
0.618 |
122-057 |
|
HIGH |
121-080 |
|
0.618 |
120-217 |
|
0.500 |
120-160 |
|
0.382 |
120-103 |
|
LOW |
119-240 |
|
0.618 |
118-263 |
|
1.000 |
118-080 |
|
1.618 |
117-103 |
|
2.618 |
115-263 |
|
4.250 |
113-120 |
|
|
| Fisher Pivots for day following 25-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-160 |
120-280 |
| PP |
120-087 |
120-167 |
| S1 |
120-013 |
120-053 |
|