ECBOT 10 Year T-Note Future June 2009
Trading Metrics calculated at close of trading on 10-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2009 |
10-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
121-190 |
121-260 |
0-070 |
0.2% |
120-080 |
High |
121-300 |
121-260 |
-0-040 |
-0.1% |
122-150 |
Low |
121-020 |
120-210 |
-0-130 |
-0.3% |
120-010 |
Close |
121-210 |
120-270 |
-0-260 |
-0.7% |
121-290 |
Range |
0-280 |
1-050 |
0-090 |
32.1% |
2-140 |
ATR |
1-087 |
1-085 |
-0-003 |
-0.7% |
0-000 |
Volume |
830,264 |
578,376 |
-251,888 |
-30.3% |
3,417,090 |
|
Daily Pivots for day following 10-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-183 |
123-277 |
121-154 |
|
R3 |
123-133 |
122-227 |
121-052 |
|
R2 |
122-083 |
122-083 |
121-018 |
|
R1 |
121-177 |
121-177 |
120-304 |
121-105 |
PP |
121-033 |
121-033 |
121-033 |
120-318 |
S1 |
120-127 |
120-127 |
120-236 |
120-055 |
S2 |
119-303 |
119-303 |
120-202 |
|
S3 |
118-253 |
119-077 |
120-168 |
|
S4 |
117-203 |
118-027 |
120-066 |
|
|
Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-250 |
127-250 |
123-079 |
|
R3 |
126-110 |
125-110 |
122-184 |
|
R2 |
123-290 |
123-290 |
122-113 |
|
R1 |
122-290 |
122-290 |
122-042 |
123-130 |
PP |
121-150 |
121-150 |
121-150 |
121-230 |
S1 |
120-150 |
120-150 |
121-218 |
120-310 |
S2 |
119-010 |
119-010 |
121-147 |
|
S3 |
116-190 |
118-010 |
121-076 |
|
S4 |
114-050 |
115-190 |
120-181 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-232 |
2.618 |
124-269 |
1.618 |
123-219 |
1.000 |
122-310 |
0.618 |
122-169 |
HIGH |
121-260 |
0.618 |
121-119 |
0.500 |
121-075 |
0.382 |
121-031 |
LOW |
120-210 |
0.618 |
119-301 |
1.000 |
119-160 |
1.618 |
118-251 |
2.618 |
117-201 |
4.250 |
115-238 |
|
|
Fisher Pivots for day following 10-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
121-075 |
121-180 |
PP |
121-033 |
121-103 |
S1 |
120-312 |
121-027 |
|