ECBOT 10 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 11-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2009 |
11-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
121-225 |
123-080 |
1-175 |
1.3% |
122-210 |
| High |
123-135 |
123-300 |
0-165 |
0.4% |
123-295 |
| Low |
121-190 |
123-025 |
1-155 |
1.2% |
121-170 |
| Close |
123-030 |
123-215 |
0-185 |
0.5% |
121-265 |
| Range |
1-265 |
0-275 |
-0-310 |
-53.0% |
2-125 |
| ATR |
1-104 |
1-093 |
-0-011 |
-2.5% |
0-000 |
| Volume |
364,737 |
740,724 |
375,987 |
103.1% |
2,557,180 |
|
| Daily Pivots for day following 11-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-045 |
125-245 |
124-046 |
|
| R3 |
125-090 |
124-290 |
123-291 |
|
| R2 |
124-135 |
124-135 |
123-265 |
|
| R1 |
124-015 |
124-015 |
123-240 |
124-075 |
| PP |
123-180 |
123-180 |
123-180 |
123-210 |
| S1 |
123-060 |
123-060 |
123-190 |
123-120 |
| S2 |
122-225 |
122-225 |
123-165 |
|
| S3 |
121-270 |
122-105 |
123-139 |
|
| S4 |
120-315 |
121-150 |
123-064 |
|
|
| 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 |
123-300 |
121-095 |
2-205 |
2.1% |
1-019 |
0.9% |
90% |
True |
False |
547,660 |
| 10 |
124-015 |
121-095 |
2-240 |
2.2% |
1-070 |
1.0% |
86% |
False |
False |
534,152 |
| 20 |
127-165 |
121-095 |
6-070 |
5.0% |
1-095 |
1.0% |
38% |
False |
False |
530,429 |
| 40 |
128-225 |
121-095 |
7-130 |
6.0% |
1-108 |
1.1% |
32% |
False |
False |
405,919 |
| 60 |
128-225 |
114-260 |
13-285 |
11.2% |
1-130 |
1.1% |
64% |
False |
False |
383,466 |
| 80 |
128-225 |
110-020 |
18-205 |
15.1% |
1-113 |
1.1% |
73% |
False |
False |
288,401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-189 |
|
2.618 |
126-060 |
|
1.618 |
125-105 |
|
1.000 |
124-255 |
|
0.618 |
124-150 |
|
HIGH |
123-300 |
|
0.618 |
123-195 |
|
0.500 |
123-162 |
|
0.382 |
123-130 |
|
LOW |
123-025 |
|
0.618 |
122-175 |
|
1.000 |
122-070 |
|
1.618 |
121-220 |
|
2.618 |
120-265 |
|
4.250 |
119-136 |
|
|
| Fisher Pivots for day following 11-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
123-198 |
123-102 |
| PP |
123-180 |
122-310 |
| S1 |
123-162 |
122-198 |
|