ECBOT 10 Year T-Note Future June 2009
Trading Metrics calculated at close of trading on 30-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2009 |
30-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
123-180 |
123-150 |
-0-030 |
-0.1% |
124-160 |
High |
123-300 |
124-055 |
0-075 |
0.2% |
124-270 |
Low |
123-040 |
123-105 |
0-065 |
0.2% |
122-240 |
Close |
123-105 |
123-245 |
0-140 |
0.4% |
123-105 |
Range |
0-260 |
0-270 |
0-010 |
3.8% |
2-030 |
ATR |
1-091 |
1-081 |
-0-010 |
-2.4% |
0-000 |
Volume |
667,485 |
433,433 |
-234,052 |
-35.1% |
3,045,574 |
|
Daily Pivots for day following 30-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-092 |
125-278 |
124-074 |
|
R3 |
125-142 |
125-008 |
123-319 |
|
R2 |
124-192 |
124-192 |
123-294 |
|
R1 |
124-058 |
124-058 |
123-270 |
124-125 |
PP |
123-242 |
123-242 |
123-242 |
123-275 |
S1 |
123-108 |
123-108 |
123-220 |
123-175 |
S2 |
122-292 |
122-292 |
123-196 |
|
S3 |
122-022 |
122-158 |
123-171 |
|
S4 |
121-072 |
121-208 |
123-096 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124-110 |
122-240 |
1-190 |
1.3% |
0-306 |
0.8% |
64% |
False |
False |
591,772 |
10 |
126-040 |
120-240 |
5-120 |
4.3% |
1-115 |
1.1% |
56% |
False |
False |
662,905 |
20 |
126-040 |
120-010 |
6-030 |
4.9% |
1-086 |
1.0% |
61% |
False |
False |
683,066 |
40 |
126-040 |
119-060 |
6-300 |
5.6% |
1-079 |
1.0% |
66% |
False |
False |
399,089 |
60 |
126-040 |
119-060 |
6-300 |
5.6% |
1-072 |
1.0% |
66% |
False |
False |
266,483 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-242 |
2.618 |
126-122 |
1.618 |
125-172 |
1.000 |
125-005 |
0.618 |
124-222 |
HIGH |
124-055 |
0.618 |
123-272 |
0.500 |
123-240 |
0.382 |
123-208 |
LOW |
123-105 |
0.618 |
122-258 |
1.000 |
122-155 |
1.618 |
121-308 |
2.618 |
121-038 |
4.250 |
119-238 |
|
|
Fisher Pivots for day following 30-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
123-243 |
123-212 |
PP |
123-242 |
123-180 |
S1 |
123-240 |
123-148 |
|