ECBOT 10 Year T-Note Future June 2009
Trading Metrics calculated at close of trading on 23-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2009 |
23-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
124-160 |
124-160 |
0-000 |
0.0% |
122-040 |
High |
124-310 |
124-270 |
-0-040 |
-0.1% |
126-040 |
Low |
124-120 |
124-030 |
-0-090 |
-0.2% |
120-240 |
Close |
124-190 |
124-090 |
-0-100 |
-0.3% |
124-190 |
Range |
0-190 |
0-240 |
0-050 |
26.3% |
5-120 |
ATR |
1-135 |
1-120 |
-0-015 |
-3.4% |
0-000 |
Volume |
891,011 |
520,145 |
-370,866 |
-41.6% |
3,848,584 |
|
Daily Pivots for day following 23-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-210 |
126-070 |
124-222 |
|
R3 |
125-290 |
125-150 |
124-156 |
|
R2 |
125-050 |
125-050 |
124-134 |
|
R1 |
124-230 |
124-230 |
124-112 |
124-180 |
PP |
124-130 |
124-130 |
124-130 |
124-105 |
S1 |
123-310 |
123-310 |
124-068 |
123-260 |
S2 |
123-210 |
123-210 |
124-046 |
|
S3 |
122-290 |
123-070 |
124-024 |
|
S4 |
122-050 |
122-150 |
123-278 |
|
|
Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139-303 |
137-207 |
127-176 |
|
R3 |
134-183 |
132-087 |
126-023 |
|
R2 |
129-063 |
129-063 |
125-185 |
|
R1 |
126-287 |
126-287 |
125-028 |
128-015 |
PP |
123-263 |
123-263 |
123-263 |
124-128 |
S1 |
121-167 |
121-167 |
124-032 |
122-215 |
S2 |
118-143 |
118-143 |
123-195 |
|
S3 |
113-023 |
116-047 |
123-037 |
|
S4 |
107-223 |
110-247 |
121-204 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-010 |
2.618 |
126-258 |
1.618 |
126-018 |
1.000 |
125-190 |
0.618 |
125-098 |
HIGH |
124-270 |
0.618 |
124-178 |
0.500 |
124-150 |
0.382 |
124-122 |
LOW |
124-030 |
0.618 |
123-202 |
1.000 |
123-110 |
1.618 |
122-282 |
2.618 |
122-042 |
4.250 |
120-290 |
|
|
Fisher Pivots for day following 23-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
124-150 |
124-255 |
PP |
124-130 |
124-200 |
S1 |
124-110 |
124-145 |
|