ECBOT 10 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 17-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2009 |
17-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
123-205 |
123-005 |
-0-200 |
-0.5% |
121-260 |
| High |
123-270 |
124-215 |
0-265 |
0.7% |
124-105 |
| Low |
122-170 |
122-200 |
0-030 |
0.1% |
121-095 |
| Close |
122-225 |
124-140 |
1-235 |
1.4% |
122-225 |
| Range |
1-100 |
2-015 |
0-235 |
56.0% |
3-010 |
| ATR |
1-090 |
1-108 |
0-017 |
4.3% |
0-000 |
| Volume |
654,431 |
514,292 |
-140,139 |
-21.4% |
2,849,983 |
|
| Daily Pivots for day following 17-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-017 |
129-093 |
125-180 |
|
| R3 |
128-002 |
127-078 |
125-000 |
|
| R2 |
125-307 |
125-307 |
124-260 |
|
| R1 |
125-063 |
125-063 |
124-200 |
125-185 |
| PP |
123-292 |
123-292 |
123-292 |
124-032 |
| S1 |
123-048 |
123-048 |
124-080 |
123-170 |
| S2 |
121-277 |
121-277 |
124-020 |
|
| S3 |
119-262 |
121-033 |
123-280 |
|
| S4 |
117-247 |
119-018 |
123-100 |
|
|
| Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-278 |
130-102 |
124-118 |
|
| R3 |
128-268 |
127-092 |
123-172 |
|
| R2 |
125-258 |
125-258 |
123-083 |
|
| R1 |
124-082 |
124-082 |
122-314 |
125-010 |
| PP |
122-248 |
122-248 |
122-248 |
123-052 |
| S1 |
121-072 |
121-072 |
122-136 |
122-000 |
| S2 |
119-238 |
119-238 |
122-047 |
|
| S3 |
116-228 |
118-062 |
121-278 |
|
| S4 |
113-218 |
115-052 |
121-012 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-215 |
121-190 |
3-025 |
2.5% |
1-118 |
1.1% |
92% |
True |
False |
569,754 |
| 10 |
124-215 |
121-095 |
3-120 |
2.7% |
1-070 |
1.0% |
93% |
True |
False |
536,489 |
| 20 |
126-135 |
121-095 |
5-040 |
4.1% |
1-098 |
1.1% |
61% |
False |
False |
551,128 |
| 40 |
128-225 |
121-095 |
7-130 |
6.0% |
1-098 |
1.0% |
42% |
False |
False |
419,393 |
| 60 |
128-225 |
116-310 |
11-235 |
9.4% |
1-138 |
1.1% |
64% |
False |
False |
410,791 |
| 80 |
128-225 |
110-310 |
17-235 |
14.3% |
1-115 |
1.1% |
76% |
False |
False |
310,190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-119 |
|
2.618 |
130-010 |
|
1.618 |
127-315 |
|
1.000 |
126-230 |
|
0.618 |
125-300 |
|
HIGH |
124-215 |
|
0.618 |
123-285 |
|
0.500 |
123-208 |
|
0.382 |
123-130 |
|
LOW |
122-200 |
|
0.618 |
121-115 |
|
1.000 |
120-185 |
|
1.618 |
119-100 |
|
2.618 |
117-085 |
|
4.250 |
113-296 |
|
|
| Fisher Pivots for day following 17-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
124-056 |
124-051 |
| PP |
123-292 |
123-282 |
| S1 |
123-208 |
123-192 |
|