ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 18-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2009 |
18-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
119-300 |
124-110 |
4-130 |
3.7% |
120-210 |
| High |
119-300 |
124-110 |
4-130 |
3.7% |
121-000 |
| Low |
119-300 |
124-110 |
4-130 |
3.7% |
119-270 |
| Close |
119-300 |
124-110 |
4-130 |
3.7% |
121-000 |
| Range |
|
|
|
|
|
| ATR |
0-199 |
0-285 |
0-087 |
43.5% |
0-000 |
| Volume |
2 |
2 |
0 |
0.0% |
10 |
|
| Daily Pivots for day following 18-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-110 |
124-110 |
124-110 |
|
| R3 |
124-110 |
124-110 |
124-110 |
|
| R2 |
124-110 |
124-110 |
124-110 |
|
| R1 |
124-110 |
124-110 |
124-110 |
124-110 |
| PP |
124-110 |
124-110 |
124-110 |
124-110 |
| S1 |
124-110 |
124-110 |
124-110 |
124-110 |
| S2 |
124-110 |
124-110 |
124-110 |
|
| S3 |
124-110 |
124-110 |
124-110 |
|
| S4 |
124-110 |
124-110 |
124-110 |
|
|
| Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-027 |
123-223 |
121-204 |
|
| R3 |
122-297 |
122-173 |
121-102 |
|
| R2 |
121-247 |
121-247 |
121-068 |
|
| R1 |
121-123 |
121-123 |
121-034 |
121-185 |
| PP |
120-197 |
120-197 |
120-197 |
120-228 |
| S1 |
120-073 |
120-073 |
120-286 |
120-135 |
| S2 |
119-147 |
119-147 |
120-252 |
|
| S3 |
118-097 |
119-023 |
120-218 |
|
| S4 |
117-047 |
117-293 |
120-116 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-110 |
119-300 |
4-130 |
3.5% |
0-000 |
0.0% |
100% |
True |
False |
2 |
| 10 |
124-110 |
119-270 |
4-160 |
3.6% |
0-000 |
0.0% |
100% |
True |
False |
2 |
| 20 |
124-110 |
118-260 |
5-170 |
4.4% |
0-000 |
0.0% |
100% |
True |
False |
2 |
| 40 |
124-110 |
118-140 |
5-290 |
4.7% |
0-000 |
0.0% |
100% |
True |
False |
2 |
| 60 |
125-140 |
118-140 |
7-000 |
5.6% |
0-000 |
0.0% |
84% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-110 |
|
2.618 |
124-110 |
|
1.618 |
124-110 |
|
1.000 |
124-110 |
|
0.618 |
124-110 |
|
HIGH |
124-110 |
|
0.618 |
124-110 |
|
0.500 |
124-110 |
|
0.382 |
124-110 |
|
LOW |
124-110 |
|
0.618 |
124-110 |
|
1.000 |
124-110 |
|
1.618 |
124-110 |
|
2.618 |
124-110 |
|
4.250 |
124-110 |
|
|
| Fisher Pivots for day following 18-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
124-110 |
123-195 |
| PP |
124-110 |
122-280 |
| S1 |
124-110 |
122-045 |
|