ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 01-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2009 |
01-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
123-230 |
124-070 |
0-160 |
0.4% |
124-160 |
| High |
124-070 |
124-135 |
0-065 |
0.2% |
124-270 |
| Low |
123-160 |
123-290 |
0-130 |
0.3% |
122-240 |
| Close |
124-025 |
124-090 |
0-065 |
0.2% |
123-105 |
| Range |
0-230 |
0-165 |
-0-065 |
-28.3% |
2-030 |
| ATR |
1-068 |
1-052 |
-0-016 |
-4.1% |
0-000 |
| Volume |
510,346 |
437,242 |
-73,104 |
-14.3% |
3,045,574 |
|
| Daily Pivots for day following 01-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-240 |
125-170 |
124-181 |
|
| R3 |
125-075 |
125-005 |
124-135 |
|
| R2 |
124-230 |
124-230 |
124-120 |
|
| R1 |
124-160 |
124-160 |
124-105 |
124-195 |
| PP |
124-065 |
124-065 |
124-065 |
124-082 |
| S1 |
123-315 |
123-315 |
124-075 |
124-030 |
| S2 |
123-220 |
123-220 |
124-060 |
|
| S3 |
123-055 |
123-150 |
124-045 |
|
| S4 |
122-210 |
122-305 |
123-319 |
|
|
| Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-295 |
128-230 |
124-154 |
|
| R3 |
127-265 |
126-200 |
123-289 |
|
| R2 |
125-235 |
125-235 |
123-228 |
|
| R1 |
124-170 |
124-170 |
123-166 |
124-028 |
| PP |
123-205 |
123-205 |
123-205 |
123-134 |
| S1 |
122-140 |
122-140 |
123-044 |
121-318 |
| S2 |
121-175 |
121-175 |
122-302 |
|
| S3 |
119-145 |
120-110 |
122-241 |
|
| S4 |
117-115 |
118-080 |
122-056 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-135 |
122-240 |
1-215 |
1.3% |
0-251 |
0.6% |
92% |
True |
False |
554,217 |
| 10 |
125-160 |
122-240 |
2-240 |
2.2% |
0-270 |
0.7% |
56% |
False |
False |
634,807 |
| 20 |
126-040 |
120-080 |
5-280 |
4.7% |
1-071 |
1.0% |
69% |
False |
False |
664,397 |
| 40 |
126-040 |
119-060 |
6-300 |
5.6% |
1-069 |
1.0% |
73% |
False |
False |
422,603 |
| 60 |
126-040 |
119-060 |
6-300 |
5.6% |
1-065 |
1.0% |
73% |
False |
False |
282,276 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-196 |
|
2.618 |
125-247 |
|
1.618 |
125-082 |
|
1.000 |
124-300 |
|
0.618 |
124-237 |
|
HIGH |
124-135 |
|
0.618 |
124-072 |
|
0.500 |
124-052 |
|
0.382 |
124-033 |
|
LOW |
123-290 |
|
0.618 |
123-188 |
|
1.000 |
123-125 |
|
1.618 |
123-023 |
|
2.618 |
122-178 |
|
4.250 |
121-229 |
|
|
| Fisher Pivots for day following 01-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
124-078 |
124-047 |
| PP |
124-065 |
124-003 |
| S1 |
124-052 |
123-280 |
|