ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 08-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2009 |
08-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
121-310 |
122-060 |
0-070 |
0.2% |
123-150 |
| High |
122-135 |
122-265 |
0-130 |
0.3% |
124-180 |
| Low |
121-295 |
122-035 |
0-060 |
0.2% |
121-305 |
| Close |
122-060 |
122-240 |
0-180 |
0.5% |
121-310 |
| Range |
0-160 |
0-230 |
0-070 |
43.8% |
2-195 |
| ATR |
1-038 |
1-029 |
-0-009 |
-2.6% |
0-000 |
| Volume |
474,417 |
415,202 |
-59,215 |
-12.5% |
2,472,693 |
|
| Daily Pivots for day following 08-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-230 |
124-145 |
123-046 |
|
| R3 |
124-000 |
123-235 |
122-303 |
|
| R2 |
123-090 |
123-090 |
122-282 |
|
| R1 |
123-005 |
123-005 |
122-261 |
123-048 |
| PP |
122-180 |
122-180 |
122-180 |
122-201 |
| S1 |
122-095 |
122-095 |
122-219 |
122-138 |
| S2 |
121-270 |
121-270 |
122-198 |
|
| S3 |
121-040 |
121-185 |
122-177 |
|
| S4 |
120-130 |
120-275 |
122-114 |
|
|
| 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 |
2.2% |
0-301 |
0.8% |
34% |
False |
False |
546,912 |
| 10 |
124-180 |
121-260 |
2-240 |
2.2% |
0-276 |
0.7% |
34% |
False |
False |
550,564 |
| 20 |
126-040 |
120-240 |
5-120 |
4.4% |
1-046 |
0.9% |
37% |
False |
False |
627,120 |
| 40 |
126-040 |
119-090 |
6-270 |
5.6% |
1-064 |
1.0% |
51% |
False |
False |
490,174 |
| 60 |
126-040 |
119-060 |
6-300 |
5.7% |
1-062 |
1.0% |
51% |
False |
False |
327,817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-282 |
|
2.618 |
124-227 |
|
1.618 |
123-317 |
|
1.000 |
123-175 |
|
0.618 |
123-087 |
|
HIGH |
122-265 |
|
0.618 |
122-177 |
|
0.500 |
122-150 |
|
0.382 |
122-123 |
|
LOW |
122-035 |
|
0.618 |
121-213 |
|
1.000 |
121-125 |
|
1.618 |
120-303 |
|
2.618 |
120-073 |
|
4.250 |
119-018 |
|
|
| Fisher Pivots for day following 08-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122-210 |
122-194 |
| PP |
122-180 |
122-148 |
| S1 |
122-150 |
122-102 |
|