ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 02-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2009 |
02-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
119-300 |
120-080 |
0-100 |
0.3% |
121-130 |
| High |
120-260 |
121-240 |
0-300 |
0.8% |
122-000 |
| Low |
119-230 |
120-080 |
0-170 |
0.4% |
119-090 |
| Close |
120-010 |
121-120 |
1-110 |
1.1% |
120-010 |
| Range |
1-030 |
1-160 |
0-130 |
37.1% |
2-230 |
| ATR |
1-088 |
1-098 |
0-010 |
2.5% |
0-000 |
| Volume |
552,026 |
609,950 |
57,924 |
10.5% |
1,488,000 |
|
| Daily Pivots for day following 02-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-200 |
125-000 |
122-064 |
|
| R3 |
124-040 |
123-160 |
121-252 |
|
| R2 |
122-200 |
122-200 |
121-208 |
|
| R1 |
122-000 |
122-000 |
121-164 |
122-100 |
| PP |
121-040 |
121-040 |
121-040 |
121-090 |
| S1 |
120-160 |
120-160 |
121-076 |
120-260 |
| S2 |
119-200 |
119-200 |
121-032 |
|
| S3 |
118-040 |
119-000 |
120-308 |
|
| S4 |
116-200 |
117-160 |
120-176 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-190 |
127-010 |
121-168 |
|
| R3 |
125-280 |
124-100 |
120-249 |
|
| R2 |
123-050 |
123-050 |
120-170 |
|
| R1 |
121-190 |
121-190 |
120-090 |
121-005 |
| PP |
120-140 |
120-140 |
120-140 |
120-048 |
| S1 |
118-280 |
118-280 |
119-250 |
118-095 |
| S2 |
117-230 |
117-230 |
119-170 |
|
| S3 |
115-000 |
116-050 |
119-091 |
|
| S4 |
112-090 |
113-140 |
118-172 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-040 |
|
2.618 |
125-217 |
|
1.618 |
124-057 |
|
1.000 |
123-080 |
|
0.618 |
122-217 |
|
HIGH |
121-240 |
|
0.618 |
121-057 |
|
0.500 |
121-000 |
|
0.382 |
120-263 |
|
LOW |
120-080 |
|
0.618 |
119-103 |
|
1.000 |
118-240 |
|
1.618 |
117-263 |
|
2.618 |
116-103 |
|
4.250 |
113-280 |
|
|
| Fisher Pivots for day following 02-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121-080 |
121-028 |
| PP |
121-040 |
120-257 |
| S1 |
121-000 |
120-165 |
|