ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 20-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2009 |
20-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
121-210 |
120-250 |
-0-280 |
-0.7% |
120-280 |
| High |
121-230 |
122-140 |
0-230 |
0.6% |
122-290 |
| Low |
120-120 |
120-230 |
0-110 |
0.3% |
120-120 |
| Close |
120-200 |
121-180 |
0-300 |
0.8% |
121-180 |
| Range |
1-110 |
1-230 |
0-120 |
27.9% |
2-170 |
| ATR |
1-094 |
1-106 |
0-012 |
2.9% |
0-000 |
| Volume |
69,494 |
35,454 |
-34,040 |
-49.0% |
131,028 |
|
| Daily Pivots for day following 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-233 |
125-277 |
122-162 |
|
| R3 |
125-003 |
124-047 |
122-011 |
|
| R2 |
123-093 |
123-093 |
121-281 |
|
| R1 |
122-137 |
122-137 |
121-230 |
122-275 |
| PP |
121-183 |
121-183 |
121-183 |
121-252 |
| S1 |
120-227 |
120-227 |
121-130 |
121-045 |
| S2 |
119-273 |
119-273 |
121-079 |
|
| S3 |
118-043 |
118-317 |
121-029 |
|
| S4 |
116-133 |
117-087 |
120-198 |
|
|
| Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-067 |
127-293 |
122-306 |
|
| R3 |
126-217 |
125-123 |
122-083 |
|
| R2 |
124-047 |
124-047 |
122-008 |
|
| R1 |
122-273 |
122-273 |
121-254 |
123-160 |
| PP |
121-197 |
121-197 |
121-197 |
121-300 |
| S1 |
120-103 |
120-103 |
121-106 |
120-310 |
| S2 |
119-027 |
119-027 |
121-032 |
|
| S3 |
116-177 |
117-253 |
120-277 |
|
| S4 |
114-007 |
115-083 |
120-054 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-238 |
|
2.618 |
126-300 |
|
1.618 |
125-070 |
|
1.000 |
124-050 |
|
0.618 |
123-160 |
|
HIGH |
122-140 |
|
0.618 |
121-250 |
|
0.500 |
121-185 |
|
0.382 |
121-120 |
|
LOW |
120-230 |
|
0.618 |
119-210 |
|
1.000 |
119-000 |
|
1.618 |
117-300 |
|
2.618 |
116-070 |
|
4.250 |
113-132 |
|
|
| Fisher Pivots for day following 20-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121-185 |
121-200 |
| PP |
121-183 |
121-193 |
| S1 |
121-182 |
121-187 |
|