ECBOT 10 Year T-Note Future June 2009
Trading Metrics calculated at close of trading on 18-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2009 |
18-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
121-150 |
120-270 |
-0-200 |
-0.5% |
121-190 |
High |
121-280 |
126-040 |
4-080 |
3.5% |
122-130 |
Low |
120-270 |
120-240 |
-0-030 |
-0.1% |
120-130 |
Close |
120-300 |
125-110 |
4-130 |
3.6% |
122-000 |
Range |
1-010 |
5-120 |
4-110 |
421.2% |
2-000 |
ATR |
1-071 |
1-166 |
0-095 |
24.3% |
0-000 |
Volume |
572,546 |
656,028 |
83,482 |
14.6% |
3,526,600 |
|
Daily Pivots for day following 18-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140-063 |
138-047 |
128-096 |
|
R3 |
134-263 |
132-247 |
126-263 |
|
R2 |
129-143 |
129-143 |
126-105 |
|
R1 |
127-127 |
127-127 |
125-268 |
128-135 |
PP |
124-023 |
124-023 |
124-023 |
124-188 |
S1 |
122-007 |
122-007 |
124-272 |
123-015 |
S2 |
118-223 |
118-223 |
124-115 |
|
S3 |
113-103 |
116-207 |
123-277 |
|
S4 |
107-303 |
111-087 |
122-124 |
|
|
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 |
148-310 |
2.618 |
140-063 |
1.618 |
134-263 |
1.000 |
131-160 |
0.618 |
129-143 |
HIGH |
126-040 |
0.618 |
124-023 |
0.500 |
123-140 |
0.382 |
122-257 |
LOW |
120-240 |
0.618 |
117-137 |
1.000 |
115-120 |
1.618 |
112-017 |
2.618 |
106-217 |
4.250 |
97-290 |
|
|
Fisher Pivots for day following 18-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
124-227 |
124-227 |
PP |
124-023 |
124-023 |
S1 |
123-140 |
123-140 |
|