ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 19-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2009 |
19-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
120-270 |
124-290 |
4-020 |
3.4% |
121-190 |
| High |
126-040 |
125-160 |
-0-200 |
-0.5% |
122-130 |
| Low |
120-240 |
124-140 |
3-220 |
3.1% |
120-130 |
| Close |
125-110 |
124-170 |
-0-260 |
-0.6% |
122-000 |
| Range |
5-120 |
1-020 |
-4-100 |
-80.2% |
2-000 |
| ATR |
1-166 |
1-155 |
-0-010 |
-2.1% |
0-000 |
| Volume |
656,028 |
1,030,466 |
374,438 |
57.1% |
3,526,600 |
|
| Daily Pivots for day following 19-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-003 |
127-107 |
125-037 |
|
| R3 |
126-303 |
126-087 |
124-264 |
|
| R2 |
125-283 |
125-283 |
124-232 |
|
| R1 |
125-067 |
125-067 |
124-201 |
125-005 |
| PP |
124-263 |
124-263 |
124-263 |
124-232 |
| S1 |
124-047 |
124-047 |
124-139 |
123-305 |
| S2 |
123-243 |
123-243 |
124-108 |
|
| S3 |
122-223 |
123-027 |
124-076 |
|
| S4 |
121-203 |
122-007 |
123-303 |
|
|
| Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-193 |
126-257 |
123-032 |
|
| R3 |
125-193 |
124-257 |
122-176 |
|
| R2 |
123-193 |
123-193 |
122-117 |
|
| R1 |
122-257 |
122-257 |
122-059 |
123-065 |
| PP |
121-193 |
121-193 |
121-193 |
121-258 |
| S1 |
120-257 |
120-257 |
121-261 |
121-065 |
| S2 |
119-193 |
119-193 |
121-203 |
|
| S3 |
117-193 |
118-257 |
121-144 |
|
| S4 |
115-193 |
116-257 |
120-288 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-005 |
|
2.618 |
128-090 |
|
1.618 |
127-070 |
|
1.000 |
126-180 |
|
0.618 |
126-050 |
|
HIGH |
125-160 |
|
0.618 |
125-030 |
|
0.500 |
124-310 |
|
0.382 |
124-270 |
|
LOW |
124-140 |
|
0.618 |
123-250 |
|
1.000 |
123-120 |
|
1.618 |
122-230 |
|
2.618 |
121-210 |
|
4.250 |
119-295 |
|
|
| Fisher Pivots for day following 19-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
124-310 |
124-053 |
| PP |
124-263 |
123-257 |
| S1 |
124-217 |
123-140 |
|