ECBOT 10 Year T-Note Future September 2009
Trading Metrics calculated at close of trading on 17-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2009 |
17-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
119-240 |
121-180 |
1-260 |
1.5% |
118-140 |
High |
119-240 |
121-180 |
1-260 |
1.5% |
121-050 |
Low |
119-240 |
121-180 |
1-260 |
1.5% |
118-140 |
Close |
119-240 |
121-180 |
1-260 |
1.5% |
119-240 |
Range |
|
|
|
|
|
ATR |
0-226 |
0-252 |
0-025 |
11.2% |
0-000 |
Volume |
2 |
2 |
0 |
0.0% |
10 |
|
Daily Pivots for day following 17-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-180 |
121-180 |
121-180 |
|
R3 |
121-180 |
121-180 |
121-180 |
|
R2 |
121-180 |
121-180 |
121-180 |
|
R1 |
121-180 |
121-180 |
121-180 |
121-180 |
PP |
121-180 |
121-180 |
121-180 |
121-180 |
S1 |
121-180 |
121-180 |
121-180 |
121-180 |
S2 |
121-180 |
121-180 |
121-180 |
|
S3 |
121-180 |
121-180 |
121-180 |
|
S4 |
121-180 |
121-180 |
121-180 |
|
|
Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-300 |
126-180 |
121-078 |
|
R3 |
125-070 |
123-270 |
120-159 |
|
R2 |
122-160 |
122-160 |
120-080 |
|
R1 |
121-040 |
121-040 |
120-000 |
121-260 |
PP |
119-250 |
119-250 |
119-250 |
120-040 |
S1 |
118-130 |
118-130 |
119-160 |
119-030 |
S2 |
117-020 |
117-020 |
119-080 |
|
S3 |
114-110 |
115-220 |
119-001 |
|
S4 |
111-200 |
112-310 |
118-082 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-180 |
2.618 |
121-180 |
1.618 |
121-180 |
1.000 |
121-180 |
0.618 |
121-180 |
HIGH |
121-180 |
0.618 |
121-180 |
0.500 |
121-180 |
0.382 |
121-180 |
LOW |
121-180 |
0.618 |
121-180 |
1.000 |
121-180 |
1.618 |
121-180 |
2.618 |
121-180 |
4.250 |
121-180 |
|
|
Fisher Pivots for day following 17-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
121-180 |
121-083 |
PP |
121-180 |
120-307 |
S1 |
121-180 |
120-210 |
|