ECBOT 10 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 18-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2009 |
18-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
123-005 |
124-175 |
1-170 |
1.2% |
121-260 |
| High |
124-215 |
124-250 |
0-035 |
0.1% |
124-105 |
| Low |
122-200 |
123-080 |
0-200 |
0.5% |
121-095 |
| Close |
124-140 |
123-215 |
-0-245 |
-0.6% |
122-225 |
| Range |
2-015 |
1-170 |
-0-165 |
-25.2% |
3-010 |
| ATR |
1-108 |
1-112 |
0-004 |
1.0% |
0-000 |
| Volume |
514,292 |
688,889 |
174,597 |
33.9% |
2,849,983 |
|
| Daily Pivots for day following 18-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-158 |
127-197 |
124-164 |
|
| R3 |
126-308 |
126-027 |
124-030 |
|
| R2 |
125-138 |
125-138 |
123-305 |
|
| R1 |
124-177 |
124-177 |
123-260 |
124-072 |
| PP |
123-288 |
123-288 |
123-288 |
123-236 |
| S1 |
123-007 |
123-007 |
123-170 |
122-222 |
| S2 |
122-118 |
122-118 |
123-125 |
|
| S3 |
120-268 |
121-157 |
123-080 |
|
| S4 |
119-098 |
119-307 |
122-266 |
|
|
| 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 |
124-250 |
122-170 |
2-080 |
1.8% |
1-099 |
1.1% |
51% |
True |
False |
634,584 |
| 10 |
124-250 |
121-095 |
3-155 |
2.8% |
1-064 |
1.0% |
68% |
True |
False |
566,383 |
| 20 |
125-310 |
121-095 |
4-215 |
3.8% |
1-092 |
1.0% |
51% |
False |
False |
559,882 |
| 40 |
128-100 |
121-095 |
7-005 |
5.7% |
1-099 |
1.1% |
34% |
False |
False |
425,922 |
| 60 |
128-225 |
116-310 |
11-235 |
9.5% |
1-133 |
1.1% |
57% |
False |
False |
420,996 |
| 80 |
128-225 |
110-310 |
17-235 |
14.3% |
1-116 |
1.1% |
72% |
False |
False |
318,800 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-092 |
|
2.618 |
128-253 |
|
1.618 |
127-083 |
|
1.000 |
126-100 |
|
0.618 |
125-233 |
|
HIGH |
124-250 |
|
0.618 |
124-063 |
|
0.500 |
124-005 |
|
0.382 |
123-267 |
|
LOW |
123-080 |
|
0.618 |
122-097 |
|
1.000 |
121-230 |
|
1.618 |
120-247 |
|
2.618 |
119-077 |
|
4.250 |
116-238 |
|
|
| Fisher Pivots for day following 18-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
124-005 |
123-213 |
| PP |
123-288 |
123-212 |
| S1 |
123-252 |
123-210 |
|