ECBOT 10 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 23-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2009 |
23-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
122-195 |
123-030 |
0-155 |
0.4% |
123-005 |
| High |
124-050 |
123-130 |
-0-240 |
-0.6% |
124-250 |
| Low |
122-180 |
122-115 |
-0-065 |
-0.2% |
122-080 |
| Close |
123-100 |
123-055 |
-0-045 |
-0.1% |
123-100 |
| Range |
1-190 |
1-015 |
-0-175 |
-34.3% |
2-170 |
| ATR |
1-120 |
1-113 |
-0-008 |
-1.7% |
0-000 |
| Volume |
798,006 |
823,669 |
25,663 |
3.2% |
2,808,165 |
|
| Daily Pivots for day following 23-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-038 |
125-222 |
123-239 |
|
| R3 |
125-023 |
124-207 |
123-147 |
|
| R2 |
124-008 |
124-008 |
123-116 |
|
| R1 |
123-192 |
123-192 |
123-086 |
123-260 |
| PP |
122-313 |
122-313 |
122-313 |
123-028 |
| S1 |
122-177 |
122-177 |
123-024 |
122-245 |
| S2 |
121-298 |
121-298 |
122-314 |
|
| S3 |
120-283 |
121-162 |
122-283 |
|
| S4 |
119-268 |
120-147 |
122-191 |
|
|
| Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-013 |
129-227 |
124-226 |
|
| R3 |
128-163 |
127-057 |
124-003 |
|
| R2 |
125-313 |
125-313 |
123-248 |
|
| R1 |
124-207 |
124-207 |
123-174 |
125-100 |
| PP |
123-143 |
123-143 |
123-143 |
123-250 |
| S1 |
122-037 |
122-037 |
123-026 |
122-250 |
| S2 |
120-293 |
120-293 |
122-272 |
|
| S3 |
118-123 |
119-187 |
122-197 |
|
| S4 |
115-273 |
117-017 |
121-294 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-250 |
122-080 |
2-170 |
2.1% |
1-167 |
1.2% |
36% |
False |
False |
726,366 |
| 10 |
124-250 |
121-095 |
3-155 |
2.8% |
1-100 |
1.1% |
54% |
False |
False |
648,181 |
| 20 |
124-300 |
121-095 |
3-205 |
3.0% |
1-090 |
1.0% |
52% |
False |
False |
587,627 |
| 40 |
128-100 |
121-095 |
7-005 |
5.7% |
1-108 |
1.1% |
27% |
False |
False |
468,390 |
| 60 |
128-225 |
118-310 |
9-235 |
7.9% |
1-127 |
1.1% |
43% |
False |
False |
451,841 |
| 80 |
128-225 |
110-310 |
17-235 |
14.4% |
1-118 |
1.1% |
69% |
False |
False |
349,140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-274 |
|
2.618 |
126-047 |
|
1.618 |
125-032 |
|
1.000 |
124-145 |
|
0.618 |
124-017 |
|
HIGH |
123-130 |
|
0.618 |
123-002 |
|
0.500 |
122-282 |
|
0.382 |
122-243 |
|
LOW |
122-115 |
|
0.618 |
121-228 |
|
1.000 |
121-100 |
|
1.618 |
120-213 |
|
2.618 |
119-198 |
|
4.250 |
117-291 |
|
|
| Fisher Pivots for day following 23-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
123-024 |
123-065 |
| PP |
122-313 |
123-062 |
| S1 |
122-282 |
123-058 |
|