ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 31-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2009 |
31-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
122-050 |
122-150 |
0-100 |
0.3% |
123-020 |
| High |
122-170 |
122-070 |
-0-100 |
-0.3% |
123-020 |
| Low |
122-050 |
122-030 |
-0-020 |
-0.1% |
121-150 |
| Close |
122-050 |
122-150 |
0-100 |
0.3% |
121-230 |
| Range |
0-120 |
0-040 |
-0-080 |
-66.7% |
1-190 |
| ATR |
0-255 |
0-239 |
-0-015 |
-6.0% |
0-000 |
| Volume |
2 |
9 |
7 |
350.0% |
9 |
|
| Daily Pivots for day following 31-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-203 |
122-217 |
122-172 |
|
| R3 |
122-163 |
122-177 |
122-161 |
|
| R2 |
122-123 |
122-123 |
122-157 |
|
| R1 |
122-137 |
122-137 |
122-154 |
122-170 |
| PP |
122-083 |
122-083 |
122-083 |
122-100 |
| S1 |
122-097 |
122-097 |
122-146 |
122-130 |
| S2 |
122-043 |
122-043 |
122-143 |
|
| S3 |
122-003 |
122-057 |
122-139 |
|
| S4 |
121-283 |
122-017 |
122-128 |
|
|
| 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 |
122-280 |
121-150 |
1-130 |
1.1% |
0-072 |
0.2% |
71% |
False |
False |
3 |
| 10 |
124-110 |
119-300 |
4-130 |
3.6% |
0-036 |
0.1% |
57% |
False |
False |
2 |
| 20 |
124-110 |
119-090 |
5-020 |
4.1% |
0-018 |
0.0% |
63% |
False |
False |
2 |
| 40 |
124-110 |
118-140 |
5-290 |
4.8% |
0-009 |
0.0% |
68% |
False |
False |
2 |
| 60 |
124-110 |
118-140 |
5-290 |
4.8% |
0-006 |
0.0% |
68% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-240 |
|
2.618 |
122-175 |
|
1.618 |
122-135 |
|
1.000 |
122-110 |
|
0.618 |
122-095 |
|
HIGH |
122-070 |
|
0.618 |
122-055 |
|
0.500 |
122-050 |
|
0.382 |
122-045 |
|
LOW |
122-030 |
|
0.618 |
122-005 |
|
1.000 |
121-310 |
|
1.618 |
121-285 |
|
2.618 |
121-245 |
|
4.250 |
121-180 |
|
|
| Fisher Pivots for day following 31-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122-117 |
122-112 |
| PP |
122-083 |
122-073 |
| S1 |
122-050 |
122-035 |
|