ECBOT 10 Year T-Note Future June 2009
Trading Metrics calculated at close of trading on 26-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2009 |
26-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
123-265 |
123-015 |
-0-250 |
-0.6% |
122-040 |
High |
124-005 |
123-250 |
-0-075 |
-0.2% |
126-040 |
Low |
122-260 |
122-240 |
-0-020 |
-0.1% |
120-240 |
Close |
123-055 |
123-210 |
0-155 |
0.4% |
124-190 |
Range |
1-065 |
1-010 |
-0-055 |
-14.3% |
5-120 |
ATR |
1-109 |
1-102 |
-0-007 |
-1.7% |
0-000 |
Volume |
717,232 |
722,581 |
5,349 |
0.7% |
3,848,584 |
|
Daily Pivots for day following 26-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-157 |
126-033 |
124-072 |
|
R3 |
125-147 |
125-023 |
123-301 |
|
R2 |
124-137 |
124-137 |
123-270 |
|
R1 |
124-013 |
124-013 |
123-240 |
124-075 |
PP |
123-127 |
123-127 |
123-127 |
123-158 |
S1 |
123-003 |
123-003 |
123-180 |
123-065 |
S2 |
122-117 |
122-117 |
123-150 |
|
S3 |
121-107 |
121-313 |
123-119 |
|
S4 |
120-097 |
120-303 |
123-028 |
|
|
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 |
128-052 |
2.618 |
126-154 |
1.618 |
125-144 |
1.000 |
124-260 |
0.618 |
124-134 |
HIGH |
123-250 |
0.618 |
123-124 |
0.500 |
123-085 |
0.382 |
123-046 |
LOW |
122-240 |
0.618 |
122-036 |
1.000 |
121-230 |
1.618 |
121-026 |
2.618 |
120-016 |
4.250 |
118-118 |
|
|
Fisher Pivots for day following 26-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
123-168 |
123-198 |
PP |
123-127 |
123-187 |
S1 |
123-085 |
123-175 |
|