ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 04-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2009 |
04-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
121-200 |
121-130 |
-0-070 |
-0.2% |
121-130 |
| High |
121-230 |
121-130 |
-0-100 |
-0.3% |
122-000 |
| Low |
120-280 |
120-010 |
-0-270 |
-0.7% |
119-090 |
| Close |
121-010 |
120-090 |
-0-240 |
-0.6% |
120-010 |
| Range |
0-270 |
1-120 |
0-170 |
63.0% |
2-230 |
| ATR |
1-087 |
1-090 |
0-002 |
0.6% |
0-000 |
| Volume |
655,046 |
665,923 |
10,877 |
1.7% |
1,488,000 |
|
| Daily Pivots for day following 04-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-223 |
123-277 |
121-012 |
|
| R3 |
123-103 |
122-157 |
120-211 |
|
| R2 |
121-303 |
121-303 |
120-171 |
|
| R1 |
121-037 |
121-037 |
120-130 |
120-270 |
| PP |
120-183 |
120-183 |
120-183 |
120-140 |
| S1 |
119-237 |
119-237 |
120-050 |
119-150 |
| S2 |
119-063 |
119-063 |
120-009 |
|
| S3 |
117-263 |
118-117 |
119-289 |
|
| S4 |
116-143 |
116-317 |
119-168 |
|
|
| 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 |
127-080 |
|
2.618 |
125-002 |
|
1.618 |
123-202 |
|
1.000 |
122-250 |
|
0.618 |
122-082 |
|
HIGH |
121-130 |
|
0.618 |
120-282 |
|
0.500 |
120-230 |
|
0.382 |
120-178 |
|
LOW |
120-010 |
|
0.618 |
119-058 |
|
1.000 |
118-210 |
|
1.618 |
117-258 |
|
2.618 |
116-138 |
|
4.250 |
114-060 |
|
|
| Fisher Pivots for day following 04-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-230 |
120-285 |
| PP |
120-183 |
120-220 |
| S1 |
120-137 |
120-155 |
|