ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 06-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2009 |
06-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
123-105 |
122-045 |
-1-060 |
-1.0% |
123-150 |
| High |
123-130 |
122-140 |
-0-310 |
-0.8% |
124-180 |
| Low |
121-305 |
121-260 |
-0-045 |
-0.1% |
121-305 |
| Close |
121-310 |
121-270 |
-0-040 |
-0.1% |
121-310 |
| Range |
1-145 |
0-200 |
-0-265 |
-57.0% |
2-195 |
| ATR |
1-064 |
1-051 |
-0-013 |
-3.4% |
0-000 |
| Volume |
605,812 |
753,270 |
147,458 |
24.3% |
2,472,693 |
|
| Daily Pivots for day following 06-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-290 |
123-160 |
122-060 |
|
| R3 |
123-090 |
122-280 |
122-005 |
|
| R2 |
122-210 |
122-210 |
121-307 |
|
| R1 |
122-080 |
122-080 |
121-288 |
122-045 |
| PP |
122-010 |
122-010 |
122-010 |
121-312 |
| S1 |
121-200 |
121-200 |
121-252 |
121-165 |
| S2 |
121-130 |
121-130 |
121-233 |
|
| S3 |
120-250 |
121-000 |
121-215 |
|
| S4 |
120-050 |
120-120 |
121-160 |
|
|
| Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-210 |
128-295 |
123-129 |
|
| R3 |
128-015 |
126-100 |
122-220 |
|
| R2 |
125-140 |
125-140 |
122-143 |
|
| R1 |
123-225 |
123-225 |
122-067 |
123-085 |
| PP |
122-265 |
122-265 |
122-265 |
122-195 |
| S1 |
121-030 |
121-030 |
121-233 |
120-210 |
| S2 |
120-070 |
120-070 |
121-157 |
|
| S3 |
117-195 |
118-155 |
121-080 |
|
| S4 |
115-000 |
115-280 |
120-171 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-180 |
121-260 |
2-240 |
2.3% |
0-302 |
0.8% |
1% |
False |
True |
558,506 |
| 10 |
124-180 |
121-260 |
2-240 |
2.3% |
0-304 |
0.8% |
1% |
False |
True |
575,139 |
| 20 |
126-040 |
120-130 |
5-230 |
4.7% |
1-066 |
1.0% |
25% |
False |
False |
640,822 |
| 40 |
126-040 |
119-060 |
6-300 |
5.7% |
1-074 |
1.0% |
38% |
False |
False |
468,193 |
| 60 |
126-040 |
119-060 |
6-300 |
5.7% |
1-068 |
1.0% |
38% |
False |
False |
313,022 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-030 |
|
2.618 |
124-024 |
|
1.618 |
123-144 |
|
1.000 |
123-020 |
|
0.618 |
122-264 |
|
HIGH |
122-140 |
|
0.618 |
122-064 |
|
0.500 |
122-040 |
|
0.382 |
122-016 |
|
LOW |
121-260 |
|
0.618 |
121-136 |
|
1.000 |
121-060 |
|
1.618 |
120-256 |
|
2.618 |
120-056 |
|
4.250 |
119-050 |
|
|
| Fisher Pivots for day following 06-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122-040 |
123-060 |
| PP |
122-010 |
122-237 |
| S1 |
121-300 |
122-093 |
|