ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 11-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2009 |
11-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
121-260 |
120-210 |
-1-050 |
-0.9% |
120-080 |
| High |
121-260 |
121-210 |
-0-050 |
-0.1% |
122-150 |
| Low |
120-210 |
120-130 |
-0-080 |
-0.2% |
120-010 |
| Close |
120-270 |
121-140 |
0-190 |
0.5% |
121-290 |
| Range |
1-050 |
1-080 |
0-030 |
8.1% |
2-140 |
| ATR |
1-085 |
1-084 |
0-000 |
-0.1% |
0-000 |
| Volume |
578,376 |
585,296 |
6,920 |
1.2% |
3,417,090 |
|
| Daily Pivots for day following 11-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-293 |
124-137 |
122-040 |
|
| R3 |
123-213 |
123-057 |
121-250 |
|
| R2 |
122-133 |
122-133 |
121-213 |
|
| R1 |
121-297 |
121-297 |
121-177 |
122-055 |
| PP |
121-053 |
121-053 |
121-053 |
121-092 |
| S1 |
120-217 |
120-217 |
121-103 |
120-295 |
| S2 |
119-293 |
119-293 |
121-067 |
|
| S3 |
118-213 |
119-137 |
121-030 |
|
| S4 |
117-133 |
118-057 |
120-240 |
|
|
| 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 |
126-310 |
|
2.618 |
124-297 |
|
1.618 |
123-217 |
|
1.000 |
122-290 |
|
0.618 |
122-137 |
|
HIGH |
121-210 |
|
0.618 |
121-057 |
|
0.500 |
121-010 |
|
0.382 |
120-283 |
|
LOW |
120-130 |
|
0.618 |
119-203 |
|
1.000 |
119-050 |
|
1.618 |
118-123 |
|
2.618 |
117-043 |
|
4.250 |
115-030 |
|
|
| Fisher Pivots for day following 11-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121-097 |
121-112 |
| PP |
121-053 |
121-083 |
| S1 |
121-010 |
121-055 |
|