ECBOT 10 Year T-Note Future June 2009
Trading Metrics calculated at close of trading on 12-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2009 |
12-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
120-210 |
121-150 |
0-260 |
0.7% |
120-080 |
High |
121-210 |
122-130 |
0-240 |
0.6% |
122-150 |
Low |
120-130 |
121-110 |
0-300 |
0.8% |
120-010 |
Close |
121-140 |
121-270 |
0-130 |
0.3% |
121-290 |
Range |
1-080 |
1-020 |
-0-060 |
-15.0% |
2-140 |
ATR |
1-084 |
1-080 |
-0-005 |
-1.1% |
0-000 |
Volume |
585,296 |
755,301 |
170,005 |
29.0% |
3,417,090 |
|
Daily Pivots for day following 12-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-017 |
124-163 |
122-137 |
|
R3 |
123-317 |
123-143 |
122-044 |
|
R2 |
122-297 |
122-297 |
122-012 |
|
R1 |
122-123 |
122-123 |
121-301 |
122-210 |
PP |
121-277 |
121-277 |
121-277 |
122-000 |
S1 |
121-103 |
121-103 |
121-239 |
121-190 |
S2 |
120-257 |
120-257 |
121-208 |
|
S3 |
119-237 |
120-083 |
121-176 |
|
S4 |
118-217 |
119-063 |
121-083 |
|
|
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 |
126-295 |
2.618 |
125-060 |
1.618 |
124-040 |
1.000 |
123-150 |
0.618 |
123-020 |
HIGH |
122-130 |
0.618 |
122-000 |
0.500 |
121-280 |
0.382 |
121-240 |
LOW |
121-110 |
0.618 |
120-220 |
1.000 |
120-090 |
1.618 |
119-200 |
2.618 |
118-180 |
4.250 |
116-265 |
|
|
Fisher Pivots for day following 12-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
121-280 |
121-223 |
PP |
121-277 |
121-177 |
S1 |
121-273 |
121-130 |
|