ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 24-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2009 |
24-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
123-020 |
122-280 |
-0-060 |
-0.2% |
120-170 |
| High |
123-020 |
122-280 |
-0-060 |
-0.2% |
124-110 |
| Low |
123-020 |
122-260 |
-0-080 |
-0.2% |
119-300 |
| Close |
123-020 |
122-280 |
-0-060 |
-0.2% |
123-190 |
| Range |
0-000 |
0-020 |
0-020 |
|
4-130 |
| ATR |
0-258 |
0-245 |
-0-013 |
-4.9% |
0-000 |
| Volume |
2 |
2 |
0 |
0.0% |
10 |
|
| Daily Pivots for day following 24-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-013 |
123-007 |
122-291 |
|
| R3 |
122-313 |
122-307 |
122-286 |
|
| R2 |
122-293 |
122-293 |
122-284 |
|
| R1 |
122-287 |
122-287 |
122-282 |
122-290 |
| PP |
122-273 |
122-273 |
122-273 |
122-275 |
| S1 |
122-267 |
122-267 |
122-278 |
122-270 |
| S2 |
122-253 |
122-253 |
122-276 |
|
| S3 |
122-233 |
122-247 |
122-274 |
|
| S4 |
122-213 |
122-227 |
122-269 |
|
|
| Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-270 |
134-040 |
126-006 |
|
| R3 |
131-140 |
129-230 |
124-258 |
|
| R2 |
127-010 |
127-010 |
124-128 |
|
| R1 |
125-100 |
125-100 |
123-319 |
126-055 |
| PP |
122-200 |
122-200 |
122-200 |
123-018 |
| S1 |
120-290 |
120-290 |
123-061 |
121-245 |
| S2 |
118-070 |
118-070 |
122-252 |
|
| S3 |
113-260 |
116-160 |
122-122 |
|
| S4 |
109-130 |
112-030 |
121-054 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-110 |
122-260 |
1-170 |
1.2% |
0-004 |
0.0% |
4% |
False |
True |
2 |
| 10 |
124-110 |
119-300 |
4-130 |
3.6% |
0-002 |
0.0% |
67% |
False |
False |
2 |
| 20 |
124-110 |
118-260 |
5-170 |
4.5% |
0-001 |
0.0% |
73% |
False |
False |
2 |
| 40 |
124-110 |
118-140 |
5-290 |
4.8% |
0-000 |
0.0% |
75% |
False |
False |
2 |
| 60 |
125-140 |
118-140 |
7-000 |
5.7% |
0-000 |
0.0% |
63% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-045 |
|
2.618 |
123-012 |
|
1.618 |
122-312 |
|
1.000 |
122-300 |
|
0.618 |
122-292 |
|
HIGH |
122-280 |
|
0.618 |
122-272 |
|
0.500 |
122-270 |
|
0.382 |
122-268 |
|
LOW |
122-260 |
|
0.618 |
122-248 |
|
1.000 |
122-240 |
|
1.618 |
122-228 |
|
2.618 |
122-208 |
|
4.250 |
122-175 |
|
|
| Fisher Pivots for day following 24-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122-277 |
123-065 |
| PP |
122-273 |
123-030 |
| S1 |
122-270 |
122-315 |
|