ECBOT 10 Year T-Note Future September 2009
Trading Metrics calculated at close of trading on 20-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2009 |
20-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
119-200 |
120-180 |
0-300 |
0.8% |
121-180 |
High |
119-200 |
120-180 |
0-300 |
0.8% |
121-180 |
Low |
119-200 |
120-180 |
0-300 |
0.8% |
119-200 |
Close |
119-200 |
120-180 |
0-300 |
0.8% |
120-180 |
Range |
|
|
|
|
|
ATR |
0-260 |
0-263 |
0-003 |
1.1% |
0-000 |
Volume |
2 |
2 |
0 |
0.0% |
8 |
|
Daily Pivots for day following 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-180 |
120-180 |
120-180 |
|
R3 |
120-180 |
120-180 |
120-180 |
|
R2 |
120-180 |
120-180 |
120-180 |
|
R1 |
120-180 |
120-180 |
120-180 |
120-180 |
PP |
120-180 |
120-180 |
120-180 |
120-180 |
S1 |
120-180 |
120-180 |
120-180 |
120-180 |
S2 |
120-180 |
120-180 |
120-180 |
|
S3 |
120-180 |
120-180 |
120-180 |
|
S4 |
120-180 |
120-180 |
120-180 |
|
|
Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-127 |
125-133 |
121-201 |
|
R3 |
124-147 |
123-153 |
121-030 |
|
R2 |
122-167 |
122-167 |
120-294 |
|
R1 |
121-173 |
121-173 |
120-237 |
121-020 |
PP |
120-187 |
120-187 |
120-187 |
120-110 |
S1 |
119-193 |
119-193 |
120-123 |
119-040 |
S2 |
118-207 |
118-207 |
120-066 |
|
S3 |
116-227 |
117-213 |
120-010 |
|
S4 |
114-247 |
115-233 |
119-159 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-180 |
2.618 |
120-180 |
1.618 |
120-180 |
1.000 |
120-180 |
0.618 |
120-180 |
HIGH |
120-180 |
0.618 |
120-180 |
0.500 |
120-180 |
0.382 |
120-180 |
LOW |
120-180 |
0.618 |
120-180 |
1.000 |
120-180 |
1.618 |
120-180 |
2.618 |
120-180 |
4.250 |
120-180 |
|
|
Fisher Pivots for day following 20-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
120-180 |
120-142 |
PP |
120-180 |
120-103 |
S1 |
120-180 |
120-065 |
|