ECBOT 10 Year T-Note Future June 2009
Trading Metrics calculated at close of trading on 27-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2009 |
27-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
123-015 |
123-180 |
0-165 |
0.4% |
124-160 |
High |
123-250 |
123-300 |
0-050 |
0.1% |
124-270 |
Low |
122-240 |
123-040 |
0-120 |
0.3% |
122-240 |
Close |
123-210 |
123-105 |
-0-105 |
-0.3% |
123-105 |
Range |
1-010 |
0-260 |
-0-070 |
-21.2% |
2-030 |
ATR |
1-102 |
1-091 |
-0-012 |
-2.7% |
0-000 |
Volume |
722,581 |
667,485 |
-55,096 |
-7.6% |
3,045,574 |
|
Daily Pivots for day following 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-288 |
125-137 |
123-248 |
|
R3 |
125-028 |
124-197 |
123-176 |
|
R2 |
124-088 |
124-088 |
123-153 |
|
R1 |
123-257 |
123-257 |
123-129 |
123-202 |
PP |
123-148 |
123-148 |
123-148 |
123-121 |
S1 |
122-317 |
122-317 |
123-081 |
122-262 |
S2 |
122-208 |
122-208 |
123-057 |
|
S3 |
121-268 |
122-057 |
123-034 |
|
S4 |
121-008 |
121-117 |
122-282 |
|
|
Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-295 |
128-230 |
124-154 |
|
R3 |
127-265 |
126-200 |
123-289 |
|
R2 |
125-235 |
125-235 |
123-228 |
|
R1 |
124-170 |
124-170 |
123-166 |
124-028 |
PP |
123-205 |
123-205 |
123-205 |
123-134 |
S1 |
122-140 |
122-140 |
123-044 |
121-318 |
S2 |
121-175 |
121-175 |
122-302 |
|
S3 |
119-145 |
120-110 |
122-241 |
|
S4 |
117-115 |
118-080 |
122-056 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-125 |
2.618 |
126-021 |
1.618 |
125-081 |
1.000 |
124-240 |
0.618 |
124-141 |
HIGH |
123-300 |
0.618 |
123-201 |
0.500 |
123-170 |
0.382 |
123-139 |
LOW |
123-040 |
0.618 |
122-199 |
1.000 |
122-100 |
1.618 |
121-259 |
2.618 |
120-319 |
4.250 |
119-215 |
|
|
Fisher Pivots for day following 27-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
123-170 |
123-122 |
PP |
123-148 |
123-117 |
S1 |
123-127 |
123-111 |
|