ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 05-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2009 |
05-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
121-130 |
120-180 |
-0-270 |
-0.7% |
121-130 |
| High |
121-130 |
122-050 |
0-240 |
0.6% |
122-000 |
| Low |
120-010 |
120-080 |
0-070 |
0.2% |
119-090 |
| Close |
120-090 |
121-280 |
1-190 |
1.3% |
120-010 |
| Range |
1-120 |
1-290 |
0-170 |
38.6% |
2-230 |
| ATR |
1-090 |
1-104 |
0-014 |
3.5% |
0-000 |
| Volume |
665,923 |
694,831 |
28,908 |
4.3% |
1,488,000 |
|
| Daily Pivots for day following 05-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-047 |
126-133 |
122-296 |
|
| R3 |
125-077 |
124-163 |
122-128 |
|
| R2 |
123-107 |
123-107 |
122-072 |
|
| R1 |
122-193 |
122-193 |
122-016 |
122-310 |
| PP |
121-137 |
121-137 |
121-137 |
121-195 |
| S1 |
120-223 |
120-223 |
121-224 |
121-020 |
| S2 |
119-167 |
119-167 |
121-168 |
|
| S3 |
117-197 |
118-253 |
121-112 |
|
| S4 |
115-227 |
116-283 |
120-264 |
|
|
| 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 |
130-082 |
|
2.618 |
127-047 |
|
1.618 |
125-077 |
|
1.000 |
124-020 |
|
0.618 |
123-107 |
|
HIGH |
122-050 |
|
0.618 |
121-137 |
|
0.500 |
121-065 |
|
0.382 |
120-313 |
|
LOW |
120-080 |
|
0.618 |
119-023 |
|
1.000 |
118-110 |
|
1.618 |
117-053 |
|
2.618 |
115-083 |
|
4.250 |
112-048 |
|
|
| Fisher Pivots for day following 05-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121-208 |
121-197 |
| PP |
121-137 |
121-113 |
| S1 |
121-065 |
121-030 |
|