ECBOT 10 Year T-Note Future June 2009
Trading Metrics calculated at close of trading on 25-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2009 |
25-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
124-065 |
123-265 |
-0-120 |
-0.3% |
122-040 |
High |
124-110 |
124-005 |
-0-105 |
-0.3% |
126-040 |
Low |
123-145 |
122-260 |
-0-205 |
-0.5% |
120-240 |
Close |
124-060 |
123-055 |
-1-005 |
-0.8% |
124-190 |
Range |
0-285 |
1-065 |
0-100 |
35.1% |
5-120 |
ATR |
1-109 |
1-109 |
0-001 |
0.2% |
0-000 |
Volume |
418,131 |
717,232 |
299,101 |
71.5% |
3,848,584 |
|
Daily Pivots for day following 25-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-302 |
126-083 |
123-267 |
|
R3 |
125-237 |
125-018 |
123-161 |
|
R2 |
124-172 |
124-172 |
123-126 |
|
R1 |
123-273 |
123-273 |
123-090 |
123-190 |
PP |
123-107 |
123-107 |
123-107 |
123-065 |
S1 |
122-208 |
122-208 |
123-020 |
122-125 |
S2 |
122-042 |
122-042 |
122-304 |
|
S3 |
120-297 |
121-143 |
122-269 |
|
S4 |
119-232 |
120-078 |
122-163 |
|
|
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 |
129-041 |
2.618 |
127-053 |
1.618 |
125-308 |
1.000 |
125-070 |
0.618 |
124-243 |
HIGH |
124-005 |
0.618 |
123-178 |
0.500 |
123-132 |
0.382 |
123-087 |
LOW |
122-260 |
0.618 |
122-022 |
1.000 |
121-195 |
1.618 |
120-277 |
2.618 |
119-212 |
4.250 |
117-224 |
|
|
Fisher Pivots for day following 25-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
123-132 |
123-265 |
PP |
123-107 |
123-195 |
S1 |
123-081 |
123-125 |
|