ECBOT 10 Year T-Note Future June 2009
Trading Metrics calculated at close of trading on 26-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2009 |
26-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
121-000 |
120-030 |
-0-290 |
-0.7% |
120-280 |
High |
121-080 |
120-090 |
-0-310 |
-0.8% |
122-290 |
Low |
119-240 |
119-090 |
-0-150 |
-0.4% |
120-120 |
Close |
119-260 |
120-030 |
0-090 |
0.2% |
121-180 |
Range |
1-160 |
1-000 |
-0-160 |
-33.3% |
2-170 |
ATR |
1-099 |
1-092 |
-0-007 |
-1.7% |
0-000 |
Volume |
246,611 |
434,021 |
187,410 |
76.0% |
131,028 |
|
Daily Pivots for day following 26-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-283 |
122-157 |
120-206 |
|
R3 |
121-283 |
121-157 |
120-118 |
|
R2 |
120-283 |
120-283 |
120-089 |
|
R1 |
120-157 |
120-157 |
120-059 |
120-190 |
PP |
119-283 |
119-283 |
119-283 |
119-300 |
S1 |
119-157 |
119-157 |
120-001 |
119-190 |
S2 |
118-283 |
118-283 |
119-291 |
|
S3 |
117-283 |
118-157 |
119-262 |
|
S4 |
116-283 |
117-157 |
119-174 |
|
|
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 |
124-170 |
2.618 |
122-288 |
1.618 |
121-288 |
1.000 |
121-090 |
0.618 |
120-288 |
HIGH |
120-090 |
0.618 |
119-288 |
0.500 |
119-250 |
0.382 |
119-212 |
LOW |
119-090 |
0.618 |
118-212 |
1.000 |
118-090 |
1.618 |
117-212 |
2.618 |
116-212 |
4.250 |
115-010 |
|
|
Fisher Pivots for day following 26-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
119-317 |
120-205 |
PP |
119-283 |
120-147 |
S1 |
119-250 |
120-088 |
|