ECBOT 10 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 03-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2009 |
03-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
122-210 |
123-260 |
1-050 |
0.9% |
123-285 |
| High |
123-295 |
123-265 |
-0-030 |
-0.1% |
124-300 |
| Low |
122-195 |
122-035 |
-0-160 |
-0.4% |
122-110 |
| Close |
123-230 |
122-175 |
-1-055 |
-0.9% |
122-215 |
| Range |
1-100 |
1-230 |
0-130 |
31.0% |
2-190 |
| ATR |
1-126 |
1-133 |
0-007 |
1.7% |
0-000 |
| Volume |
556,565 |
389,943 |
-166,622 |
-29.9% |
2,713,556 |
|
| Daily Pivots for day following 03-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-315 |
126-315 |
123-158 |
|
| R3 |
126-085 |
125-085 |
123-006 |
|
| R2 |
124-175 |
124-175 |
122-276 |
|
| R1 |
123-175 |
123-175 |
122-225 |
123-060 |
| PP |
122-265 |
122-265 |
122-265 |
122-208 |
| S1 |
121-265 |
121-265 |
122-125 |
121-150 |
| S2 |
121-035 |
121-035 |
122-074 |
|
| S3 |
119-125 |
120-035 |
122-024 |
|
| S4 |
117-215 |
118-125 |
121-192 |
|
|
| Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-032 |
129-153 |
124-032 |
|
| R3 |
128-162 |
126-283 |
123-123 |
|
| R2 |
125-292 |
125-292 |
123-047 |
|
| R1 |
124-093 |
124-093 |
122-291 |
123-258 |
| PP |
123-102 |
123-102 |
123-102 |
123-024 |
| S1 |
121-223 |
121-223 |
122-139 |
121-068 |
| S2 |
120-232 |
120-232 |
122-063 |
|
| S3 |
118-042 |
119-033 |
121-307 |
|
| S4 |
115-172 |
116-163 |
121-078 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-300 |
122-035 |
2-265 |
2.3% |
1-142 |
1.2% |
15% |
False |
True |
514,224 |
| 10 |
125-310 |
122-035 |
3-275 |
3.1% |
1-120 |
1.1% |
11% |
False |
True |
553,380 |
| 20 |
127-165 |
122-035 |
5-130 |
4.4% |
1-110 |
1.1% |
8% |
False |
True |
495,145 |
| 40 |
128-225 |
121-285 |
6-260 |
5.6% |
1-142 |
1.2% |
10% |
False |
False |
394,016 |
| 60 |
128-225 |
111-310 |
16-235 |
13.7% |
1-133 |
1.2% |
63% |
False |
False |
330,504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-042 |
|
2.618 |
128-105 |
|
1.618 |
126-195 |
|
1.000 |
125-175 |
|
0.618 |
124-285 |
|
HIGH |
123-265 |
|
0.618 |
123-055 |
|
0.500 |
122-310 |
|
0.382 |
122-245 |
|
LOW |
122-035 |
|
0.618 |
121-015 |
|
1.000 |
120-125 |
|
1.618 |
119-105 |
|
2.618 |
117-195 |
|
4.250 |
114-258 |
|
|
| Fisher Pivots for day following 03-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122-310 |
123-005 |
| PP |
122-265 |
122-275 |
| S1 |
122-220 |
122-225 |
|