ECBOT 10 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 10-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2009 |
10-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
121-260 |
121-225 |
-0-035 |
-0.1% |
122-210 |
| High |
122-010 |
123-135 |
1-125 |
1.1% |
123-295 |
| Low |
121-095 |
121-190 |
0-095 |
0.2% |
121-170 |
| Close |
121-180 |
123-030 |
1-170 |
1.3% |
121-265 |
| Range |
0-235 |
1-265 |
1-030 |
148.9% |
2-125 |
| ATR |
1-091 |
1-104 |
0-013 |
3.2% |
0-000 |
| Volume |
515,504 |
364,737 |
-150,767 |
-29.2% |
2,557,180 |
|
| Daily Pivots for day following 10-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-060 |
127-150 |
124-032 |
|
| R3 |
126-115 |
125-205 |
123-191 |
|
| R2 |
124-170 |
124-170 |
123-137 |
|
| R1 |
123-260 |
123-260 |
123-084 |
124-055 |
| PP |
122-225 |
122-225 |
122-225 |
122-282 |
| S1 |
121-315 |
121-315 |
122-296 |
122-110 |
| S2 |
120-280 |
120-280 |
122-243 |
|
| S3 |
119-015 |
120-050 |
122-189 |
|
| S4 |
117-070 |
118-105 |
122-028 |
|
|
| Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-192 |
128-033 |
123-046 |
|
| R3 |
127-067 |
125-228 |
122-155 |
|
| R2 |
124-262 |
124-262 |
122-085 |
|
| R1 |
123-103 |
123-103 |
122-015 |
122-280 |
| PP |
122-137 |
122-137 |
122-137 |
122-065 |
| S1 |
120-298 |
120-298 |
121-195 |
120-155 |
| S2 |
120-012 |
120-012 |
121-125 |
|
| S3 |
117-207 |
118-173 |
121-055 |
|
| S4 |
115-082 |
116-048 |
120-164 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-135 |
121-095 |
2-040 |
1.7% |
1-029 |
0.9% |
85% |
True |
False |
498,182 |
| 10 |
124-300 |
121-095 |
3-205 |
3.0% |
1-086 |
1.0% |
49% |
False |
False |
506,203 |
| 20 |
127-165 |
121-095 |
6-070 |
5.1% |
1-091 |
1.0% |
29% |
False |
False |
509,214 |
| 40 |
128-225 |
121-095 |
7-130 |
6.0% |
1-122 |
1.1% |
24% |
False |
False |
400,847 |
| 60 |
128-225 |
113-300 |
14-245 |
12.0% |
1-133 |
1.2% |
62% |
False |
False |
371,490 |
| 80 |
128-225 |
109-250 |
18-295 |
15.4% |
1-114 |
1.1% |
70% |
False |
False |
279,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-061 |
|
2.618 |
128-067 |
|
1.618 |
126-122 |
|
1.000 |
125-080 |
|
0.618 |
124-177 |
|
HIGH |
123-135 |
|
0.618 |
122-232 |
|
0.500 |
122-162 |
|
0.382 |
122-093 |
|
LOW |
121-190 |
|
0.618 |
120-148 |
|
1.000 |
119-245 |
|
1.618 |
118-203 |
|
2.618 |
116-258 |
|
4.250 |
113-264 |
|
|
| Fisher Pivots for day following 10-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122-288 |
122-272 |
| PP |
122-225 |
122-193 |
| S1 |
122-162 |
122-115 |
|