ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 09-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2009 |
09-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
121-310 |
121-190 |
-0-120 |
-0.3% |
120-080 |
| High |
122-150 |
121-300 |
-0-170 |
-0.4% |
122-150 |
| Low |
121-140 |
121-020 |
-0-120 |
-0.3% |
120-010 |
| Close |
121-290 |
121-210 |
-0-080 |
-0.2% |
121-290 |
| Range |
1-010 |
0-280 |
-0-050 |
-15.2% |
2-140 |
| ATR |
1-097 |
1-087 |
-0-010 |
-2.3% |
0-000 |
| Volume |
791,340 |
830,264 |
38,924 |
4.9% |
3,417,090 |
|
| Daily Pivots for day following 09-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-057 |
123-253 |
122-044 |
|
| R3 |
123-097 |
122-293 |
121-287 |
|
| R2 |
122-137 |
122-137 |
121-261 |
|
| R1 |
122-013 |
122-013 |
121-236 |
122-075 |
| PP |
121-177 |
121-177 |
121-177 |
121-208 |
| S1 |
121-053 |
121-053 |
121-184 |
121-115 |
| S2 |
120-217 |
120-217 |
121-159 |
|
| S3 |
119-257 |
120-093 |
121-133 |
|
| S4 |
118-297 |
119-133 |
121-056 |
|
|
| 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 |
125-210 |
|
2.618 |
124-073 |
|
1.618 |
123-113 |
|
1.000 |
122-260 |
|
0.618 |
122-153 |
|
HIGH |
121-300 |
|
0.618 |
121-193 |
|
0.500 |
121-160 |
|
0.382 |
121-127 |
|
LOW |
121-020 |
|
0.618 |
120-167 |
|
1.000 |
120-060 |
|
1.618 |
119-207 |
|
2.618 |
118-247 |
|
4.250 |
117-110 |
|
|
| Fisher Pivots for day following 09-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121-193 |
121-178 |
| PP |
121-177 |
121-147 |
| S1 |
121-160 |
121-115 |
|