ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 06-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2009 |
06-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
120-180 |
121-310 |
1-130 |
1.2% |
120-080 |
| High |
122-050 |
122-150 |
0-100 |
0.3% |
122-150 |
| Low |
120-080 |
121-140 |
1-060 |
1.0% |
120-010 |
| Close |
121-280 |
121-290 |
0-010 |
0.0% |
121-290 |
| Range |
1-290 |
1-010 |
-0-280 |
-45.9% |
2-140 |
| ATR |
1-104 |
1-097 |
-0-007 |
-1.6% |
0-000 |
| Volume |
694,831 |
791,340 |
96,509 |
13.9% |
3,417,090 |
|
| Daily Pivots for day following 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-010 |
124-160 |
122-152 |
|
| R3 |
124-000 |
123-150 |
122-061 |
|
| R2 |
122-310 |
122-310 |
122-030 |
|
| R1 |
122-140 |
122-140 |
122-000 |
122-060 |
| PP |
121-300 |
121-300 |
121-300 |
121-260 |
| S1 |
121-130 |
121-130 |
121-260 |
121-050 |
| S2 |
120-290 |
120-290 |
121-230 |
|
| S3 |
119-280 |
120-120 |
121-199 |
|
| S4 |
118-270 |
119-110 |
121-108 |
|
|
| Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-250 |
127-250 |
123-079 |
|
| R3 |
126-110 |
125-110 |
122-184 |
|
| R2 |
123-290 |
123-290 |
122-113 |
|
| R1 |
122-290 |
122-290 |
122-042 |
123-130 |
| PP |
121-150 |
121-150 |
121-150 |
121-230 |
| S1 |
120-150 |
120-150 |
121-218 |
120-310 |
| S2 |
119-010 |
119-010 |
121-147 |
|
| S3 |
116-190 |
118-010 |
121-076 |
|
| S4 |
114-050 |
115-190 |
120-181 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-272 |
|
2.618 |
125-054 |
|
1.618 |
124-044 |
|
1.000 |
123-160 |
|
0.618 |
123-034 |
|
HIGH |
122-150 |
|
0.618 |
122-024 |
|
0.500 |
121-305 |
|
0.382 |
121-266 |
|
LOW |
121-140 |
|
0.618 |
120-256 |
|
1.000 |
120-130 |
|
1.618 |
119-246 |
|
2.618 |
118-236 |
|
4.250 |
117-018 |
|
|
| Fisher Pivots for day following 06-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121-305 |
121-220 |
| PP |
121-300 |
121-150 |
| S1 |
121-295 |
121-080 |
|