ECBOT 10 Year T-Note Future June 2009
Trading Metrics calculated at close of trading on 16-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2009 |
16-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
121-310 |
122-040 |
0-050 |
0.1% |
121-190 |
High |
122-130 |
122-090 |
-0-040 |
-0.1% |
122-130 |
Low |
121-040 |
121-080 |
0-040 |
0.1% |
120-130 |
Close |
122-000 |
121-170 |
-0-150 |
-0.4% |
122-000 |
Range |
1-090 |
1-010 |
-0-080 |
-19.5% |
2-000 |
ATR |
1-081 |
1-075 |
-0-005 |
-1.3% |
0-000 |
Volume |
777,363 |
698,533 |
-78,830 |
-10.1% |
3,526,600 |
|
Daily Pivots for day following 16-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-250 |
124-060 |
122-032 |
|
R3 |
123-240 |
123-050 |
121-261 |
|
R2 |
122-230 |
122-230 |
121-230 |
|
R1 |
122-040 |
122-040 |
121-200 |
121-290 |
PP |
121-220 |
121-220 |
121-220 |
121-185 |
S1 |
121-030 |
121-030 |
121-140 |
120-280 |
S2 |
120-210 |
120-210 |
121-110 |
|
S3 |
119-200 |
120-020 |
121-079 |
|
S4 |
118-190 |
119-010 |
120-308 |
|
|
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 |
126-212 |
2.618 |
124-314 |
1.618 |
123-304 |
1.000 |
123-100 |
0.618 |
122-294 |
HIGH |
122-090 |
0.618 |
121-284 |
0.500 |
121-245 |
0.382 |
121-206 |
LOW |
121-080 |
0.618 |
120-196 |
1.000 |
120-070 |
1.618 |
119-186 |
2.618 |
118-176 |
4.250 |
116-278 |
|
|
Fisher Pivots for day following 16-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
121-245 |
121-245 |
PP |
121-220 |
121-220 |
S1 |
121-195 |
121-195 |
|