ECBOT 10 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 05-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2009 |
05-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
123-035 |
122-060 |
-0-295 |
-0.7% |
123-030 |
| High |
123-035 |
123-230 |
0-195 |
0.5% |
123-255 |
| Low |
121-240 |
121-300 |
0-060 |
0.2% |
121-025 |
| Close |
121-305 |
123-145 |
1-160 |
1.2% |
121-225 |
| Range |
1-115 |
1-250 |
0-135 |
31.0% |
2-230 |
| ATR |
1-096 |
1-107 |
0-011 |
2.6% |
0-000 |
| Volume |
82,465 |
76,068 |
-6,397 |
-7.8% |
4,303,640 |
|
| Daily Pivots for day following 05-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-122 |
127-223 |
124-138 |
|
| R3 |
126-192 |
125-293 |
123-302 |
|
| R2 |
124-262 |
124-262 |
123-250 |
|
| R1 |
124-043 |
124-043 |
123-197 |
124-152 |
| PP |
123-012 |
123-012 |
123-012 |
123-066 |
| S1 |
122-113 |
122-113 |
123-093 |
122-222 |
| S2 |
121-082 |
121-082 |
123-040 |
|
| S3 |
119-152 |
120-183 |
122-308 |
|
| S4 |
117-222 |
118-253 |
122-152 |
|
|
| 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 |
123-230 |
121-130 |
2-100 |
1.9% |
1-101 |
1.1% |
89% |
True |
False |
307,105 |
| 10 |
124-050 |
121-025 |
3-025 |
2.5% |
1-089 |
1.0% |
77% |
False |
False |
564,603 |
| 20 |
124-250 |
121-025 |
3-225 |
3.0% |
1-082 |
1.0% |
64% |
False |
False |
581,175 |
| 40 |
127-165 |
121-025 |
6-140 |
5.2% |
1-091 |
1.0% |
37% |
False |
False |
540,472 |
| 60 |
128-225 |
121-025 |
7-200 |
6.2% |
1-117 |
1.1% |
31% |
False |
False |
456,517 |
| 80 |
128-225 |
111-310 |
16-235 |
13.6% |
1-121 |
1.1% |
69% |
False |
False |
399,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-092 |
|
2.618 |
128-122 |
|
1.618 |
126-192 |
|
1.000 |
125-160 |
|
0.618 |
124-262 |
|
HIGH |
123-230 |
|
0.618 |
123-012 |
|
0.500 |
122-265 |
|
0.382 |
122-198 |
|
LOW |
121-300 |
|
0.618 |
120-268 |
|
1.000 |
120-050 |
|
1.618 |
119-018 |
|
2.618 |
117-088 |
|
4.250 |
114-118 |
|
|
| Fisher Pivots for day following 05-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
123-078 |
123-068 |
| PP |
123-012 |
122-312 |
| S1 |
122-265 |
122-235 |
|