ECBOT 10 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 05-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2009 |
05-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
122-060 |
121-310 |
-0-070 |
-0.2% |
123-285 |
| High |
122-175 |
122-240 |
0-065 |
0.2% |
124-300 |
| Low |
121-170 |
121-280 |
0-110 |
0.3% |
122-110 |
| Close |
122-035 |
122-120 |
0-085 |
0.2% |
122-215 |
| Range |
1-005 |
0-280 |
-0-045 |
-13.8% |
2-190 |
| ATR |
1-124 |
1-112 |
-0-012 |
-2.6% |
0-000 |
| Volume |
493,337 |
627,179 |
133,842 |
27.1% |
2,713,556 |
|
| Daily Pivots for day following 05-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-307 |
124-173 |
122-274 |
|
| R3 |
124-027 |
123-213 |
122-197 |
|
| R2 |
123-067 |
123-067 |
122-171 |
|
| R1 |
122-253 |
122-253 |
122-146 |
123-000 |
| PP |
122-107 |
122-107 |
122-107 |
122-140 |
| S1 |
121-293 |
121-293 |
122-094 |
122-040 |
| S2 |
121-147 |
121-147 |
122-069 |
|
| S3 |
120-187 |
121-013 |
122-043 |
|
| S4 |
119-227 |
120-053 |
121-286 |
|
|
| 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 |
123-295 |
121-170 |
2-125 |
2.0% |
1-067 |
1.0% |
35% |
False |
False |
530,960 |
| 10 |
124-300 |
121-170 |
3-130 |
2.8% |
1-092 |
1.1% |
25% |
False |
False |
546,536 |
| 20 |
127-165 |
121-170 |
5-315 |
4.9% |
1-100 |
1.1% |
14% |
False |
False |
508,920 |
| 40 |
128-225 |
121-170 |
7-055 |
5.9% |
1-130 |
1.2% |
12% |
False |
False |
395,575 |
| 60 |
128-225 |
113-100 |
15-125 |
12.6% |
1-130 |
1.1% |
59% |
False |
False |
348,904 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-150 |
|
2.618 |
125-013 |
|
1.618 |
124-053 |
|
1.000 |
123-200 |
|
0.618 |
123-093 |
|
HIGH |
122-240 |
|
0.618 |
122-133 |
|
0.500 |
122-100 |
|
0.382 |
122-067 |
|
LOW |
121-280 |
|
0.618 |
121-107 |
|
1.000 |
121-000 |
|
1.618 |
120-147 |
|
2.618 |
119-187 |
|
4.250 |
118-050 |
|
|
| Fisher Pivots for day following 05-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122-113 |
122-218 |
| PP |
122-107 |
122-185 |
| S1 |
122-100 |
122-152 |
|