ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 17-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2009 |
17-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
121-150 |
120-280 |
-0-190 |
-0.5% |
119-290 |
| High |
121-250 |
122-290 |
1-040 |
0.9% |
122-120 |
| Low |
120-200 |
120-250 |
0-050 |
0.1% |
119-060 |
| Close |
120-240 |
122-180 |
1-260 |
1.5% |
120-240 |
| Range |
1-050 |
2-040 |
0-310 |
83.8% |
3-060 |
| ATR |
1-065 |
1-087 |
0-022 |
5.7% |
0-000 |
| Volume |
9,193 |
4,759 |
-4,434 |
-48.2% |
44,906 |
|
| Daily Pivots for day following 17-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-147 |
127-203 |
123-234 |
|
| R3 |
126-107 |
125-163 |
123-047 |
|
| R2 |
124-067 |
124-067 |
122-305 |
|
| R1 |
123-123 |
123-123 |
122-242 |
123-255 |
| PP |
122-027 |
122-027 |
122-027 |
122-092 |
| S1 |
121-083 |
121-083 |
122-118 |
121-215 |
| S2 |
119-307 |
119-307 |
122-055 |
|
| S3 |
117-267 |
119-043 |
121-313 |
|
| S4 |
115-227 |
117-003 |
121-126 |
|
|
| 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 |
131-300 |
|
2.618 |
128-150 |
|
1.618 |
126-110 |
|
1.000 |
125-010 |
|
0.618 |
124-070 |
|
HIGH |
122-290 |
|
0.618 |
122-030 |
|
0.500 |
121-270 |
|
0.382 |
121-190 |
|
LOW |
120-250 |
|
0.618 |
119-150 |
|
1.000 |
118-210 |
|
1.618 |
117-110 |
|
2.618 |
115-070 |
|
4.250 |
111-240 |
|
|
| Fisher Pivots for day following 17-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122-103 |
122-095 |
| PP |
122-027 |
122-010 |
| S1 |
121-270 |
121-245 |
|