ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 13-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2009 |
13-May-2009 |
Change |
Change % |
Previous Week |
| Open |
119-230 |
119-210 |
-0-020 |
-0.1% |
119-120 |
| High |
119-290 |
120-110 |
0-140 |
0.4% |
119-260 |
| Low |
119-090 |
119-130 |
0-040 |
0.1% |
118-060 |
| Close |
119-230 |
120-060 |
0-150 |
0.4% |
118-250 |
| Range |
0-200 |
0-300 |
0-100 |
50.0% |
1-200 |
| ATR |
0-245 |
0-249 |
0-004 |
1.6% |
0-000 |
| Volume |
2,865 |
6,737 |
3,872 |
135.1% |
18,483 |
|
| Daily Pivots for day following 13-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-253 |
122-137 |
120-225 |
|
| R3 |
121-273 |
121-157 |
120-142 |
|
| R2 |
120-293 |
120-293 |
120-115 |
|
| R1 |
120-177 |
120-177 |
120-088 |
120-235 |
| PP |
119-313 |
119-313 |
119-313 |
120-022 |
| S1 |
119-197 |
119-197 |
120-032 |
119-255 |
| S2 |
119-013 |
119-013 |
120-005 |
|
| S3 |
118-033 |
118-217 |
119-298 |
|
| S4 |
117-053 |
117-237 |
119-215 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-257 |
122-293 |
119-216 |
|
| R3 |
122-057 |
121-093 |
119-073 |
|
| R2 |
120-177 |
120-177 |
119-025 |
|
| R1 |
119-213 |
119-213 |
118-298 |
119-095 |
| PP |
118-297 |
118-297 |
118-297 |
118-238 |
| S1 |
118-013 |
118-013 |
118-202 |
117-215 |
| S2 |
117-097 |
117-097 |
118-155 |
|
| S3 |
115-217 |
116-133 |
118-107 |
|
| S4 |
114-017 |
114-253 |
117-284 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-110 |
118-060 |
2-050 |
1.8% |
0-264 |
0.7% |
93% |
True |
False |
3,825 |
| 10 |
120-110 |
118-060 |
2-050 |
1.8% |
0-221 |
0.6% |
93% |
True |
False |
3,533 |
| 20 |
121-270 |
118-060 |
3-210 |
3.0% |
0-184 |
0.5% |
55% |
False |
False |
2,179 |
| 40 |
124-110 |
118-060 |
6-050 |
5.1% |
0-117 |
0.3% |
32% |
False |
False |
1,090 |
| 60 |
124-110 |
118-060 |
6-050 |
5.1% |
0-078 |
0.2% |
32% |
False |
False |
727 |
| 80 |
124-110 |
118-060 |
6-050 |
5.1% |
0-058 |
0.2% |
32% |
False |
False |
546 |
| 100 |
125-240 |
118-060 |
7-180 |
6.3% |
0-047 |
0.1% |
26% |
False |
False |
437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-105 |
|
2.618 |
122-255 |
|
1.618 |
121-275 |
|
1.000 |
121-090 |
|
0.618 |
120-295 |
|
HIGH |
120-110 |
|
0.618 |
119-315 |
|
0.500 |
119-280 |
|
0.382 |
119-245 |
|
LOW |
119-130 |
|
0.618 |
118-265 |
|
1.000 |
118-150 |
|
1.618 |
117-285 |
|
2.618 |
116-305 |
|
4.250 |
115-135 |
|
|
| Fisher Pivots for day following 13-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-027 |
119-318 |
| PP |
119-313 |
119-257 |
| S1 |
119-280 |
119-195 |
|