ECBOT 10 Year T-Note Future June 2009
Trading Metrics calculated at close of trading on 17-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2009 |
17-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
122-040 |
121-150 |
-0-210 |
-0.5% |
121-190 |
High |
122-090 |
121-280 |
-0-130 |
-0.3% |
122-130 |
Low |
121-080 |
120-270 |
-0-130 |
-0.3% |
120-130 |
Close |
121-170 |
120-300 |
-0-190 |
-0.5% |
122-000 |
Range |
1-010 |
1-010 |
0-000 |
0.0% |
2-000 |
ATR |
1-075 |
1-071 |
-0-005 |
-1.2% |
0-000 |
Volume |
698,533 |
572,546 |
-125,987 |
-18.0% |
3,526,600 |
|
Daily Pivots for day following 17-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-100 |
123-210 |
121-162 |
|
R3 |
123-090 |
122-200 |
121-071 |
|
R2 |
122-080 |
122-080 |
121-040 |
|
R1 |
121-190 |
121-190 |
121-010 |
121-130 |
PP |
121-070 |
121-070 |
121-070 |
121-040 |
S1 |
120-180 |
120-180 |
120-270 |
120-120 |
S2 |
120-060 |
120-060 |
120-240 |
|
S3 |
119-050 |
119-170 |
120-209 |
|
S4 |
118-040 |
118-160 |
120-118 |
|
|
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 |
126-082 |
2.618 |
124-184 |
1.618 |
123-174 |
1.000 |
122-290 |
0.618 |
122-164 |
HIGH |
121-280 |
0.618 |
121-154 |
0.500 |
121-115 |
0.382 |
121-076 |
LOW |
120-270 |
0.618 |
120-066 |
1.000 |
119-260 |
1.618 |
119-056 |
2.618 |
118-046 |
4.250 |
116-148 |
|
|
Fisher Pivots for day following 17-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
121-115 |
121-200 |
PP |
121-070 |
121-127 |
S1 |
121-025 |
121-053 |
|