ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 13-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2009 |
13-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
122-000 |
121-150 |
-0-170 |
-0.4% |
119-290 |
| High |
122-120 |
121-250 |
-0-190 |
-0.5% |
122-120 |
| Low |
121-200 |
120-200 |
-1-000 |
-0.8% |
119-060 |
| Close |
122-050 |
120-240 |
-1-130 |
-1.2% |
120-240 |
| Range |
0-240 |
1-050 |
0-130 |
54.2% |
3-060 |
| ATR |
1-057 |
1-065 |
0-008 |
2.2% |
0-000 |
| Volume |
18,457 |
9,193 |
-9,264 |
-50.2% |
44,906 |
|
| Daily Pivots for day following 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-167 |
123-253 |
121-124 |
|
| R3 |
123-117 |
122-203 |
121-022 |
|
| R2 |
122-067 |
122-067 |
120-308 |
|
| R1 |
121-153 |
121-153 |
120-274 |
121-085 |
| PP |
121-017 |
121-017 |
121-017 |
120-302 |
| S1 |
120-103 |
120-103 |
120-206 |
120-035 |
| S2 |
119-287 |
119-287 |
120-172 |
|
| S3 |
118-237 |
119-053 |
120-138 |
|
| S4 |
117-187 |
118-003 |
120-036 |
|
|
| Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-107 |
128-233 |
122-161 |
|
| R3 |
127-047 |
125-173 |
121-200 |
|
| R2 |
123-307 |
123-307 |
121-107 |
|
| R1 |
122-113 |
122-113 |
121-014 |
123-050 |
| PP |
120-247 |
120-247 |
120-247 |
121-055 |
| S1 |
119-053 |
119-053 |
120-146 |
119-310 |
| S2 |
117-187 |
117-187 |
120-053 |
|
| S3 |
114-127 |
115-313 |
119-280 |
|
| S4 |
111-067 |
112-253 |
118-319 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-222 |
|
2.618 |
124-259 |
|
1.618 |
123-209 |
|
1.000 |
122-300 |
|
0.618 |
122-159 |
|
HIGH |
121-250 |
|
0.618 |
121-109 |
|
0.500 |
121-065 |
|
0.382 |
121-021 |
|
LOW |
120-200 |
|
0.618 |
119-291 |
|
1.000 |
119-150 |
|
1.618 |
118-241 |
|
2.618 |
117-191 |
|
4.250 |
115-228 |
|
|
| Fisher Pivots for day following 13-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121-065 |
121-160 |
| PP |
121-017 |
121-080 |
| S1 |
120-288 |
121-000 |
|