ECBOT 10 Year T-Note Future June 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 |
120-030 |
119-300 |
-0-050 |
-0.1% |
121-130 |
| High |
120-090 |
120-260 |
0-170 |
0.4% |
122-000 |
| Low |
119-090 |
119-230 |
0-140 |
0.4% |
119-090 |
| Close |
120-030 |
120-010 |
-0-020 |
-0.1% |
120-010 |
| Range |
1-000 |
1-030 |
0-030 |
9.4% |
2-230 |
| ATR |
1-092 |
1-088 |
-0-004 |
-1.1% |
0-000 |
| Volume |
434,021 |
552,026 |
118,005 |
27.2% |
1,488,000 |
|
| Daily Pivots for day following 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-150 |
122-270 |
120-202 |
|
| R3 |
122-120 |
121-240 |
120-106 |
|
| R2 |
121-090 |
121-090 |
120-074 |
|
| R1 |
120-210 |
120-210 |
120-042 |
120-310 |
| PP |
120-060 |
120-060 |
120-060 |
120-110 |
| S1 |
119-180 |
119-180 |
119-298 |
119-280 |
| S2 |
119-030 |
119-030 |
119-266 |
|
| S3 |
118-000 |
118-150 |
119-234 |
|
| S4 |
116-290 |
117-120 |
119-138 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-190 |
127-010 |
121-168 |
|
| R3 |
125-280 |
124-100 |
120-249 |
|
| R2 |
123-050 |
123-050 |
120-170 |
|
| R1 |
121-190 |
121-190 |
120-090 |
121-005 |
| PP |
120-140 |
120-140 |
120-140 |
120-048 |
| S1 |
118-280 |
118-280 |
119-250 |
118-095 |
| S2 |
117-230 |
117-230 |
119-170 |
|
| S3 |
115-000 |
116-050 |
119-091 |
|
| S4 |
112-090 |
113-140 |
118-172 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-148 |
|
2.618 |
123-216 |
|
1.618 |
122-186 |
|
1.000 |
121-290 |
|
0.618 |
121-156 |
|
HIGH |
120-260 |
|
0.618 |
120-126 |
|
0.500 |
120-085 |
|
0.382 |
120-044 |
|
LOW |
119-230 |
|
0.618 |
119-014 |
|
1.000 |
118-200 |
|
1.618 |
117-304 |
|
2.618 |
116-274 |
|
4.250 |
115-022 |
|
|
| Fisher Pivots for day following 27-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-085 |
120-085 |
| PP |
120-060 |
120-060 |
| S1 |
120-035 |
120-035 |
|