ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 13-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2009 |
13-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
121-150 |
121-310 |
0-160 |
0.4% |
121-190 |
| High |
122-130 |
122-130 |
0-000 |
0.0% |
122-130 |
| Low |
121-110 |
121-040 |
-0-070 |
-0.2% |
120-130 |
| Close |
121-270 |
122-000 |
0-050 |
0.1% |
122-000 |
| Range |
1-020 |
1-090 |
0-070 |
20.6% |
2-000 |
| ATR |
1-080 |
1-081 |
0-001 |
0.2% |
0-000 |
| Volume |
755,301 |
777,363 |
22,062 |
2.9% |
3,526,600 |
|
| Daily Pivots for day following 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-220 |
125-040 |
122-226 |
|
| R3 |
124-130 |
123-270 |
122-113 |
|
| R2 |
123-040 |
123-040 |
122-075 |
|
| R1 |
122-180 |
122-180 |
122-038 |
122-270 |
| PP |
121-270 |
121-270 |
121-270 |
121-315 |
| S1 |
121-090 |
121-090 |
121-282 |
121-180 |
| S2 |
120-180 |
120-180 |
121-245 |
|
| S3 |
119-090 |
120-000 |
121-207 |
|
| S4 |
118-000 |
118-230 |
121-094 |
|
|
| Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-193 |
126-257 |
123-032 |
|
| R3 |
125-193 |
124-257 |
122-176 |
|
| R2 |
123-193 |
123-193 |
122-117 |
|
| R1 |
122-257 |
122-257 |
122-059 |
123-065 |
| PP |
121-193 |
121-193 |
121-193 |
121-258 |
| S1 |
120-257 |
120-257 |
121-261 |
121-065 |
| S2 |
119-193 |
119-193 |
121-203 |
|
| S3 |
117-193 |
118-257 |
121-144 |
|
| S4 |
115-193 |
116-257 |
120-288 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-272 |
|
2.618 |
125-243 |
|
1.618 |
124-153 |
|
1.000 |
123-220 |
|
0.618 |
123-063 |
|
HIGH |
122-130 |
|
0.618 |
121-293 |
|
0.500 |
121-245 |
|
0.382 |
121-197 |
|
LOW |
121-040 |
|
0.618 |
120-107 |
|
1.000 |
119-270 |
|
1.618 |
119-017 |
|
2.618 |
117-247 |
|
4.250 |
115-218 |
|
|
| Fisher Pivots for day following 13-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121-295 |
121-257 |
| PP |
121-270 |
121-193 |
| S1 |
121-245 |
121-130 |
|