ECBOT 10 Year T-Note Future June 2009
Trading Metrics calculated at close of trading on 24-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2009 |
24-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
124-160 |
124-065 |
-0-095 |
-0.2% |
122-040 |
High |
124-270 |
124-110 |
-0-160 |
-0.4% |
126-040 |
Low |
124-030 |
123-145 |
-0-205 |
-0.5% |
120-240 |
Close |
124-090 |
124-060 |
-0-030 |
-0.1% |
124-190 |
Range |
0-240 |
0-285 |
0-045 |
18.8% |
5-120 |
ATR |
1-120 |
1-109 |
-0-011 |
-2.5% |
0-000 |
Volume |
520,145 |
418,131 |
-102,014 |
-19.6% |
3,848,584 |
|
Daily Pivots for day following 24-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-213 |
126-102 |
124-217 |
|
R3 |
125-248 |
125-137 |
124-138 |
|
R2 |
124-283 |
124-283 |
124-112 |
|
R1 |
124-172 |
124-172 |
124-086 |
124-085 |
PP |
123-318 |
123-318 |
123-318 |
123-275 |
S1 |
123-207 |
123-207 |
124-034 |
123-120 |
S2 |
123-033 |
123-033 |
124-008 |
|
S3 |
122-068 |
122-242 |
123-302 |
|
S4 |
121-103 |
121-277 |
123-223 |
|
|
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 |
128-041 |
2.618 |
126-216 |
1.618 |
125-251 |
1.000 |
125-075 |
0.618 |
124-286 |
HIGH |
124-110 |
0.618 |
124-001 |
0.500 |
123-288 |
0.382 |
123-254 |
LOW |
123-145 |
0.618 |
122-289 |
1.000 |
122-180 |
1.618 |
122-004 |
2.618 |
121-039 |
4.250 |
119-214 |
|
|
Fisher Pivots for day following 24-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
124-029 |
124-068 |
PP |
123-318 |
124-065 |
S1 |
123-288 |
124-062 |
|