ECBOT 10 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 27-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2009 |
27-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
121-260 |
121-215 |
-0-045 |
-0.1% |
123-030 |
| High |
122-015 |
122-165 |
0-150 |
0.4% |
123-255 |
| Low |
121-025 |
121-130 |
0-105 |
0.3% |
121-025 |
| Close |
121-230 |
121-225 |
-0-005 |
0.0% |
121-225 |
| Range |
0-310 |
1-035 |
0-045 |
14.5% |
2-230 |
| ATR |
1-102 |
1-097 |
-0-005 |
-1.1% |
0-000 |
| Volume |
1,000,549 |
991,138 |
-9,411 |
-0.9% |
4,303,640 |
|
| Daily Pivots for day following 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-065 |
124-180 |
122-100 |
|
| R3 |
124-030 |
123-145 |
122-003 |
|
| R2 |
122-315 |
122-315 |
121-290 |
|
| R1 |
122-110 |
122-110 |
121-258 |
122-212 |
| PP |
121-280 |
121-280 |
121-280 |
122-011 |
| S1 |
121-075 |
121-075 |
121-192 |
121-178 |
| S2 |
120-245 |
120-245 |
121-160 |
|
| S3 |
119-210 |
120-040 |
121-127 |
|
| S4 |
118-175 |
119-005 |
121-030 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-112 |
128-238 |
123-064 |
|
| R3 |
127-202 |
126-008 |
122-144 |
|
| R2 |
124-292 |
124-292 |
122-064 |
|
| R1 |
123-098 |
123-098 |
121-305 |
122-240 |
| PP |
122-062 |
122-062 |
122-062 |
121-292 |
| S1 |
120-188 |
120-188 |
121-145 |
120-010 |
| S2 |
119-152 |
119-152 |
121-066 |
|
| S3 |
116-242 |
117-278 |
120-306 |
|
| S4 |
114-012 |
115-048 |
120-066 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-255 |
121-025 |
2-230 |
2.2% |
1-046 |
0.9% |
23% |
False |
False |
860,728 |
| 10 |
124-250 |
121-025 |
3-225 |
3.0% |
1-115 |
1.1% |
17% |
False |
False |
776,623 |
| 20 |
124-250 |
121-025 |
3-225 |
3.0% |
1-078 |
1.0% |
17% |
False |
False |
655,337 |
| 40 |
127-235 |
121-025 |
6-210 |
5.5% |
1-108 |
1.1% |
9% |
False |
False |
547,894 |
| 60 |
128-225 |
121-025 |
7-200 |
6.3% |
1-119 |
1.1% |
8% |
False |
False |
483,218 |
| 80 |
128-225 |
111-130 |
17-095 |
14.2% |
1-118 |
1.1% |
60% |
False |
False |
392,625 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-074 |
|
2.618 |
125-134 |
|
1.618 |
124-099 |
|
1.000 |
123-200 |
|
0.618 |
123-064 |
|
HIGH |
122-165 |
|
0.618 |
122-029 |
|
0.500 |
121-308 |
|
0.382 |
121-266 |
|
LOW |
121-130 |
|
0.618 |
120-231 |
|
1.000 |
120-095 |
|
1.618 |
119-196 |
|
2.618 |
118-161 |
|
4.250 |
116-221 |
|
|
| Fisher Pivots for day following 27-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121-308 |
122-022 |
| PP |
121-280 |
121-303 |
| S1 |
121-252 |
121-264 |
|