ECBOT 10 Year T-Note Future June 2009
Trading Metrics calculated at close of trading on 03-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2009 |
03-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
120-080 |
121-200 |
1-120 |
1.1% |
121-130 |
High |
121-240 |
121-230 |
-0-010 |
0.0% |
122-000 |
Low |
120-080 |
120-280 |
0-200 |
0.5% |
119-090 |
Close |
121-120 |
121-010 |
-0-110 |
-0.3% |
120-010 |
Range |
1-160 |
0-270 |
-0-210 |
-43.8% |
2-230 |
ATR |
1-098 |
1-087 |
-0-011 |
-2.5% |
0-000 |
Volume |
609,950 |
655,046 |
45,096 |
7.4% |
1,488,000 |
|
Daily Pivots for day following 03-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-237 |
123-073 |
121-158 |
|
R3 |
122-287 |
122-123 |
121-084 |
|
R2 |
122-017 |
122-017 |
121-060 |
|
R1 |
121-173 |
121-173 |
121-035 |
121-120 |
PP |
121-067 |
121-067 |
121-067 |
121-040 |
S1 |
120-223 |
120-223 |
120-305 |
120-170 |
S2 |
120-117 |
120-117 |
120-280 |
|
S3 |
119-167 |
119-273 |
120-256 |
|
S4 |
118-217 |
119-003 |
120-182 |
|
|
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 |
125-098 |
2.618 |
123-297 |
1.618 |
123-027 |
1.000 |
122-180 |
0.618 |
122-077 |
HIGH |
121-230 |
0.618 |
121-127 |
0.500 |
121-095 |
0.382 |
121-063 |
LOW |
120-280 |
0.618 |
120-113 |
1.000 |
120-010 |
1.618 |
119-163 |
2.618 |
118-213 |
4.250 |
117-092 |
|
|
Fisher Pivots for day following 03-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
121-095 |
120-298 |
PP |
121-067 |
120-267 |
S1 |
121-038 |
120-235 |
|