ECBOT 10 Year T-Note Future September 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 |
121-150 |
121-230 |
0-080 |
0.2% |
123-020 |
| High |
121-150 |
122-080 |
0-250 |
0.6% |
123-020 |
| Low |
121-150 |
121-220 |
0-070 |
0.2% |
121-150 |
| Close |
122-050 |
121-230 |
-0-140 |
-0.4% |
121-230 |
| Range |
0-000 |
0-180 |
0-180 |
|
1-190 |
| ATR |
0-260 |
0-254 |
-0-006 |
-2.2% |
0-000 |
| Volume |
2 |
3 |
1 |
50.0% |
9 |
|
| Daily Pivots for day following 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-183 |
123-067 |
122-009 |
|
| R3 |
123-003 |
122-207 |
121-280 |
|
| R2 |
122-143 |
122-143 |
121-263 |
|
| R1 |
122-027 |
122-027 |
121-246 |
122-000 |
| PP |
121-283 |
121-283 |
121-283 |
121-270 |
| S1 |
121-167 |
121-167 |
121-214 |
121-140 |
| S2 |
121-103 |
121-103 |
121-197 |
|
| S3 |
120-243 |
120-307 |
121-180 |
|
| S4 |
120-063 |
120-127 |
121-131 |
|
|
| Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-277 |
125-283 |
122-190 |
|
| R3 |
125-087 |
124-093 |
122-050 |
|
| R2 |
123-217 |
123-217 |
122-004 |
|
| R1 |
122-223 |
122-223 |
121-277 |
122-125 |
| PP |
122-027 |
122-027 |
122-027 |
121-298 |
| S1 |
121-033 |
121-033 |
121-183 |
120-255 |
| S2 |
120-157 |
120-157 |
121-136 |
|
| S3 |
118-287 |
119-163 |
121-090 |
|
| S4 |
117-097 |
117-293 |
120-270 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-190 |
121-150 |
2-040 |
1.7% |
0-040 |
0.1% |
12% |
False |
False |
2 |
| 10 |
124-110 |
119-300 |
4-130 |
3.6% |
0-020 |
0.1% |
40% |
False |
False |
2 |
| 20 |
124-110 |
119-010 |
5-100 |
4.4% |
0-010 |
0.0% |
51% |
False |
False |
2 |
| 40 |
124-110 |
118-140 |
5-290 |
4.9% |
0-005 |
0.0% |
56% |
False |
False |
2 |
| 60 |
124-290 |
118-140 |
6-150 |
5.3% |
0-003 |
0.0% |
51% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-205 |
|
2.618 |
123-231 |
|
1.618 |
123-051 |
|
1.000 |
122-260 |
|
0.618 |
122-191 |
|
HIGH |
122-080 |
|
0.618 |
122-011 |
|
0.500 |
121-310 |
|
0.382 |
121-289 |
|
LOW |
121-220 |
|
0.618 |
121-109 |
|
1.000 |
121-040 |
|
1.618 |
120-249 |
|
2.618 |
120-069 |
|
4.250 |
119-095 |
|
|
| Fisher Pivots for day following 27-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121-310 |
122-055 |
| PP |
121-283 |
122-007 |
| S1 |
121-257 |
121-278 |
|