ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 09-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2009 |
09-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
122-060 |
122-210 |
0-150 |
0.4% |
123-150 |
| High |
122-265 |
122-240 |
-0-025 |
-0.1% |
124-180 |
| Low |
122-035 |
121-295 |
-0-060 |
-0.2% |
121-305 |
| Close |
122-240 |
122-105 |
-0-135 |
-0.3% |
121-310 |
| Range |
0-230 |
0-265 |
0-035 |
15.2% |
2-195 |
| ATR |
1-029 |
1-023 |
-0-006 |
-1.7% |
0-000 |
| Volume |
415,202 |
516,614 |
101,412 |
24.4% |
2,472,693 |
|
| Daily Pivots for day following 09-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-262 |
124-128 |
122-251 |
|
| R3 |
123-317 |
123-183 |
122-178 |
|
| R2 |
123-052 |
123-052 |
122-154 |
|
| R1 |
122-238 |
122-238 |
122-129 |
122-172 |
| PP |
122-107 |
122-107 |
122-107 |
122-074 |
| S1 |
121-293 |
121-293 |
122-081 |
121-228 |
| S2 |
121-162 |
121-162 |
122-056 |
|
| S3 |
120-217 |
121-028 |
122-032 |
|
| S4 |
119-272 |
120-083 |
121-279 |
|
|
| 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 |
123-130 |
121-260 |
1-190 |
1.3% |
0-264 |
0.7% |
32% |
False |
False |
553,063 |
| 10 |
124-180 |
121-260 |
2-240 |
2.2% |
0-270 |
0.7% |
19% |
False |
False |
529,968 |
| 20 |
126-040 |
120-240 |
5-120 |
4.4% |
1-043 |
0.9% |
29% |
False |
False |
615,185 |
| 40 |
126-040 |
119-090 |
6-270 |
5.6% |
1-064 |
1.0% |
45% |
False |
False |
502,918 |
| 60 |
126-040 |
119-060 |
6-300 |
5.7% |
1-059 |
1.0% |
45% |
False |
False |
336,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-086 |
|
2.618 |
124-294 |
|
1.618 |
124-029 |
|
1.000 |
123-185 |
|
0.618 |
123-084 |
|
HIGH |
122-240 |
|
0.618 |
122-139 |
|
0.500 |
122-108 |
|
0.382 |
122-076 |
|
LOW |
121-295 |
|
0.618 |
121-131 |
|
1.000 |
121-030 |
|
1.618 |
120-186 |
|
2.618 |
119-241 |
|
4.250 |
118-129 |
|
|
| Fisher Pivots for day following 09-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122-108 |
122-120 |
| PP |
122-107 |
122-115 |
| S1 |
122-106 |
122-110 |
|