ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 16-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2009 |
16-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
123-185 |
123-240 |
0-055 |
0.1% |
122-045 |
| High |
123-275 |
123-250 |
-0-025 |
-0.1% |
122-265 |
| Low |
123-085 |
123-010 |
-0-075 |
-0.2% |
121-260 |
| Close |
123-255 |
123-070 |
-0-185 |
-0.5% |
122-105 |
| Range |
0-190 |
0-240 |
0-050 |
26.3% |
1-005 |
| ATR |
1-007 |
1-002 |
-0-006 |
-1.8% |
0-000 |
| Volume |
481,761 |
523,504 |
41,743 |
8.7% |
2,159,503 |
|
| Daily Pivots for day following 16-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-190 |
125-050 |
123-202 |
|
| R3 |
124-270 |
124-130 |
123-136 |
|
| R2 |
124-030 |
124-030 |
123-114 |
|
| R1 |
123-210 |
123-210 |
123-092 |
123-160 |
| PP |
123-110 |
123-110 |
123-110 |
123-085 |
| S1 |
122-290 |
122-290 |
123-048 |
122-240 |
| S2 |
122-190 |
122-190 |
123-026 |
|
| S3 |
121-270 |
122-050 |
123-004 |
|
| S4 |
121-030 |
121-130 |
122-258 |
|
|
| Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-118 |
124-277 |
122-284 |
|
| R3 |
124-113 |
123-272 |
122-194 |
|
| R2 |
123-108 |
123-108 |
122-165 |
|
| R1 |
122-267 |
122-267 |
122-135 |
123-028 |
| PP |
122-103 |
122-103 |
122-103 |
122-144 |
| S1 |
121-262 |
121-262 |
122-075 |
122-022 |
| S2 |
121-098 |
121-098 |
122-045 |
|
| S3 |
120-093 |
120-257 |
122-016 |
|
| S4 |
119-088 |
119-252 |
121-246 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-275 |
121-295 |
1-300 |
1.6% |
0-263 |
0.7% |
67% |
False |
False |
472,275 |
| 10 |
124-180 |
121-260 |
2-240 |
2.2% |
0-282 |
0.7% |
51% |
False |
False |
509,594 |
| 20 |
125-160 |
121-260 |
3-220 |
3.0% |
0-276 |
0.7% |
38% |
False |
False |
572,200 |
| 40 |
126-040 |
119-090 |
6-270 |
5.6% |
1-046 |
0.9% |
58% |
False |
False |
547,693 |
| 60 |
126-040 |
119-060 |
6-300 |
5.6% |
1-052 |
0.9% |
58% |
False |
False |
367,152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-310 |
|
2.618 |
125-238 |
|
1.618 |
124-318 |
|
1.000 |
124-170 |
|
0.618 |
124-078 |
|
HIGH |
123-250 |
|
0.618 |
123-158 |
|
0.500 |
123-130 |
|
0.382 |
123-102 |
|
LOW |
123-010 |
|
0.618 |
122-182 |
|
1.000 |
122-090 |
|
1.618 |
121-262 |
|
2.618 |
121-022 |
|
4.250 |
119-270 |
|
|
| Fisher Pivots for day following 16-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
123-130 |
123-118 |
| PP |
123-110 |
123-102 |
| S1 |
123-090 |
123-086 |
|